Add training workflow, datasets, and runbook

training_data/curated/text/a79e84990f87e3923bef0d40e2823dbcf3483a5402c9f171e325287daf8f7d50.txt

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+316 
+TABLE 20-3. 
+Results of a combination write. 
+Stock Price at Coll 
+Expiration Profit 
+40 +$ 400 
+50 + 400 
+53 + 400 
+57 + 400 
+60 + 400 
+65 + 400 
+70 + 400 
+73 + 100 
+77 300 
+80 600 
+90 - 1,600 
+FIGURE 20-3. 
+Sale of a combination. 
+C: 
+~ +$700 
+·5. 
+X 
+UJ 
+rn 
+en en 
+0 ....I 
+ci 
+e a.. 
+$0 
+Put 
+Profit 
+$1,700 
+700 
+400 
+0 
++ 300 
++ 300 
++ 300 
++ 300 
++ 300 
++ 300 
++ 300 
+Stock Price at Expiration 
+Part Ill: Put Option Strategies 
+Total 
+Profit 
+-$1,300 
+300 
+0 
++ 400 
++ 700 
++ 700 
++ 700 
++ 400 
+0 
+300 
+- 1,300 
+At first glance, this may seem to be a more conservative strategy than straddle 
+writing, because the profit range is wider and the stock needs to move a great deal to 
+reach the break-even points. In the absence of follow-up action, this is a true obser­
+vation. However, if the stock begins to rise quickly or to drop dramatically, the stran­
+gle writer often has little recourse but to buy back the in-the-money option in order