Add training workflow, datasets, and runbook

training_data/curated/text/ce5369ded76688abfcedc5513d42bd8239c7a71b16e57cdb709a372e69a6129e.txt

@@ -0,0 +1,17 @@
+The Rush and the Crush
+In this situation, volatility rises before and falls after a widely anticipated
+news announcement, of earnings, for instance, or of a Food and Drug
+Administration (FDA) approval. In this situation, option buyers rush in and
+bid up IV. The more uncertainty—the more demand for insurance—the
+higher vol rises. When the event finally occurs and the move takes place or
+doesn’t, volatility gets crushed. The crush occurs when volatility falls very
+sharply—sometimes 10 points, 20 points, or more—in minutes. Traders
+with large vega positions appreciate the appropriateness of the term crush
+all too well. Volatility traders also affectionately refer to this sudden drop in
+IV by saying that volatility has gotten “whacked.”
+In order to have a feel for whether implied volatility is high or low for a
+particular stock, you need to know where it’s been. It’s helpful to have an
+idea of where realized volatility is and has been, too. To be sure, one
+analysis cannot be entirely separate from the other. Studying both implied
+and realized volatility and how they relate is essential to seeing the big
+picture.