Add training workflow, datasets, and runbook

training_data/curated/text/c370c7caa94beb420d3da82432a341bdf61fdac83817441e62cead4985288186.txt

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+988 
+Futures and futures options (continued) 
+position limits, 657 
+pricing, 659-660 
+speculating, 655-656 
+spot and spot price, 658 
+as stock with expiration date, 653 
+tenns, 656-657 
+trading hours, 657 
+trading limits, 657-658 
+units of trading, 657 
+futures options trading strategies, 67 4-683 
+delta, 676-677 
+equivalent futures position (EFP), 676-677 
+follow-up actions, 692-694 
+limit bid, 679 
+limit offered, 680 
+mathematical considerations, 677-679 
+mispricing strategies, common, 683-694 (see also 
+Futures and futures option, mispricing strate­
+gies) 
+price relationships, 67 4-676 
+summary, 694 
+and trading limits, 679-683 
+mispricing strategies, common, for futures options, 
+683-694 
+backspreading puts, 686-688 
+follow-up action, 692-694 
+implied volatility, 685 
+points, 687-688 
+ratio spreading calls, 688-689 
+strategies for profiting, two, 685-689 
+summary, 694 
+volatility skewing, 683, 685, 693-694 
+which strategy to use, 690-692 
+options on futures, 660-673 
+assignment, 673 
+automatic exercise, 662-663 
+bid-offer spread, 665 
+cash settlement future, 661 
+commissions, 665 
+customer margin system, 667, 671 
+definition, 660 
+description, 660-662 
+exercise, 673 
+foreign currency options, 671-673 
+margins, 666-671 
+mathematical considerations, 677-679 
+month symbols, 665 
+notice day, 661-662 
+Philadelphia Stock Exchange (PHUC), 671, 673, 
+678-679 
+physical currency options, 671-673 
+on physical futures, 661, 678-679 
+position limits, 666 
+quote symbols, 664 
+"round-tum" commission, 665-666 
+serial options, 663-666 
+Index 
+SPAN margin (Standard Portfolio Analysis of 
+Risk), 667-671 (see also SPAN) 
+striking price intervals, 662 
+standardization less than for equity or index options, 
+652 
+summary, 695 
+Futures Magazine, 661 
+Futures option strategies for futures spreads, 696-721 
+futures options, using in futures spreads, 704-720 
+calendar spread, 704-709 
+follow-up considerations, 714-719 
+intramarket spread strategy, 719 
+long combinations, 709-714 
+spreading futures against stock sector indices, 
+719-720 
+futures spreads, 696-704 
+contango, 697 
+crack spread, 702-704 
+cross-currency spreads, 701 
+intermarket, 700-704 
+intramarket, 697-700 
+pricing differentials, 696-697 
+reverse carrying charge market, 697 
+TED spread, 701-702, 712-714 
+summary, 720-721 
+Futures spread, futures option strategies for, 696-721 
+(see also Futures option strategies) 
+Gamma, 853-859, 867, 882 
+neutral spread, 882 
+Gamma of the gamma, 865-866, 902-905 
+GARCH (Generalizes Autoregressive Conditional 
+Heteroskedasticity), 731-732, 814, 819 
+General Electric (GE), 567 
+General Motors (GM), 567 
+Gold and Silver Index (XAU), 588, 719 
+Good-until-canceled order, 34 
+Government National Mortgage Association 
+certificates, 420 
+Graphs, 957-960 
+"Greeks," 848-866 (see also Advanced concepts) 
+calculating, 901-902 
+to measure excess value, 763-764 
+Hedge ratio, 99-101, 457 
+advantages of, 482-485 
+delta spread, 484 
+neutral spread, 483-485 
+Hedge wrapper, 275 
+Hedging, futures contracts and, 653-655