Add training workflow, datasets, and runbook

training_data/curated/text/dac4068603b8d2f63cf6fa57b49f5f8b203aa8f173ef11d8b195a4d16ad9febb.txt

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+Index 
+Delta (continued) 
+and implied volatility, 753-754, 755-756 
+of LEAPS, 387-390 
+put delta, 389-390 
+option delta, 849 
+position delta, 849-853 
+spread, 484 
+Delta-neutral spreads: 
+calendar spreads, 227-228 (see also Calendar and 
+ratio spreads) 
+effects on of implied volatility changes, 755-756 
+Delta-neutral trading, 167-168, 868-879 
+Delta of option, 99-101 
+of futures aption, 676-677 
+"Delta spread," 213, 216-217 (see also Ratio call 
+spread) 
+for ratio put spread, 361 
+Depository Trust Corp. (DTC), 43 
+Diagonal butterfly spread, 350-353 (see also Spreads 
+combining calls and puts) 
+Diagonal spread, 169, 236-241 (see also Spread, 
+diagonalizing) 
+backspreads, 240-241 
+bear spread, 239-240 
+bull spread, 177, 236-239 
+and LEAPS, 405-407 
+backspread,407-408 
+Dividend arbitrage, 425-428 
+Dividends: 
+influence of on option price, 14-15 
+and LEAPS, effect on, 371-374 
+put option premiums, effect of on, 248-250 
+from structured products, 594 
+Divisor, 494-496, 497-500, 568 
+"Dogs of the Dow" Index, 594 
+Dow Jones Industrial Average, 494, 499, 793 
+30 Industrials ($DIX), 501, 502, 582 
+Top 10 Yield index ($XMT), 594 
+Down delta concept, 100-101 
+Elliott Wave theory, 796 
+Equity-linked notes, 618 
+Equivalent futures position (EFP), 676-677, 853 
+Equivalent stock position (ESP), 162-163, 167, 
+853 
+in ratio call spreads, 220-221 
+of straddle, 312-313 
+Equivalent strategies, 943-944 
+"European" exercise, 501-504, 647 
+options, 7 
+Even money spread, 240 
+"Ever" probability calculator, 805-806 
+Excess value of option price, effect on of implied 
+volatility changes, 762-765 
+"greeks" to measure, 763-764 
+Exchange-Traded Funds (ETFs), 637-639 
+987 
+Holding Company Depository Receipts (HOLD RS), 
+639 
+iShares, 638 
+options on, 637 
+sector, 638 
+Standard & Poor's Depository Receipt (SPDR), 637-
+638 
+Creation Units, 638 
+Exercise of cash-based options, 501-504 
+Exercise price, definition, 3-4 
+Exercising option, 6-7, 15-16 
+after, 17 
+commissions, 17-18 
+early, due to discount, 19-20 
+early, due to dividends on underlying stock, 20-22 
+Exotic options, 590 
+Expiration date, 4 
+standardization, 5 
+Exxon (XON), 567 
+Facilitation, 455, 482-485 (see also Mathematical 
+applications) 
+Fat tails, 790- 792, 810, 828 
+Financial engineers, role of in structured products, 590 
+Foreign currency options, 671-673 
+Formulae, 947-956 
+"Fudge factor," 731, 733 
+Futures, 506-512 (see also Index option products) 
+calculating fair value of, 533-534 
+factors, four, 533 
+T-bill rate, use of, 534 
+contracts, 653-660 (see also Futures and futures 
+options) 
+on physicals, 653 (see also Futures and future 
+options) 
+Futures and futures options, 652-695 
+futures contracts, 653-660 
+"cash," 653-654 
+cash-based/cash settlement futures, 653 
+delivery, 658-659 
+expiration dates, 656-657 
+first notice day, 659 
+futures on physicals, 653 
+hedging, 653-655 
+limits, 657-658 
+month symbols, 665 
+notice period, 659 
+and options, differences between, 653