Add training workflow, datasets, and runbook

training_data/curated/text/d348cce81505265f6528bdf1926fac3740770366a10761d6178994a3920e867c.txt

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+TABLE 4-2. 
+Reverse hedge at July expiration. 
+XYZ Price at Stock 
+Expiration Profit 
+20 +$2,000 
+25 + 1,500 
+30 + 1,000 
+34 + 600 
+40 0 
+46 600 
+50 - 1,000 
+55 - 1,500 
+60 - 2,000 
+FIGURE 4-2. 
+Reverse hedge {simulated straddle). 
+C: 
+0 
+~ 
+! 
+co 
+(/) 
+(/) 
+.3 
+~-$600 
+e a. 
+Profit on 
+2 Calls 
+-$ 600 
+600 
+600 
+600 
+600 
++ 600 
++ 1,400 
++ 2,400 
++ 3,400 
+Stock Price at Expiration 
+Part II: Call Option Strategies 
+Total 
+Profit 
++$ l ,400 
++ 900 
++ 400 
+0 
+600 
+0 
++ 400 
++ 900 
++ 1,400 
+The net margin required for this strategy is 50% of the underlying stock plus 
+the full purchase price of the calls. In the example above, this would be an initial 
+investment of $2,000 (50% of the stock price) plus $600 for the calls, or $2,600 total 
+plus commissions. The short sale is marked to market, so the collateral requirement 
+would grow if the stock rose. Since the maximum risk, before commissions, is $600, 
+this means that the net percentage risk in this transaction is $600/$2,600, about 23%.