Add training workflow, datasets, and runbook

training_data/curated/text/c6adfb78d4ac486a29a8218a4841fe0d6ac0ab6f90e2637c374501b7b711f505.txt

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+At the same stock price of $76 per share, the call is worth $0.13 more
+after the dividend is taken out of the valuation. Barring any changes in
+implied volatility (IV) or the interest rate, the market prices of the options
+should reflect this change. A trader using an ex-date in the model that is
+farther in the future than the actual ex-date will still have the dividend as
+part of the generated theoretical value. With the ex-date just one day later,
+the call would be worth 2.27. The difference in option value is due to the
+effect of theta—in this case, $0.03.
+With a bad date, the value of 2.27 would likely be significantly below
+market price, causing the market value of the option to look more expensive
+than it actually is. If the trader did not know the date was wrong, he would
+need to raise IV to make the theoretical value match the market. This option
+has a vega of 0.08, which translates into a difference of about two IV points
+for the theoretical values 2.43 and 2.27. The trader would perceive the call
+to be trading at an IV two points higher than the market indicates.