Add training workflow, datasets, and runbook

training_data/curated/text/a1d78bc6a0ac7e55e8eb358492e65dd0c06b338bb83cc3e300c3e81a24621a44.txt

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+precarious. His negative delta increases. His negative gamma increases. His
+goal becomes more out of reach. In conjunction with delta and gamma,
+theta helps Brendan decide whether the risk is worth the reward.
+In the new scenario, with the stock at $64.50, Brendan would collect $18
+a day (1.80 × 10 contracts). Is the risk of loss in the short run worth earning
+$18 a day? With Johnson & Johnson at $64.50, would Brendan now short
+10 calls at 0.75 to collect $18 a day, knowing that each day may bring a
+continued move higher in the stock? The answer to this question depends on
+Brendan’s assessment of the risk of the underlying continuing its ascent. As
+time passes, if the stock remains closer to the strike, the daily theta rises,
+providing more reward. Brendan must consider that as theta—the reward—
+rises, so does gamma: a risk factor.
+A small but noteworthy risk is that implied volatility could rise. The
+negative vega of this position would, then, adversely affect the profitability
+of this trade. It will make Brendan’s 1.10 cover-point approach faster
+because it makes the option more expensive. Vega is likely to be of less
+consequence because it would ultimately take the stock’s rising though the
+strike price for the trade to be a loser at expiration.