Add training workflow, datasets, and runbook

training_data/curated/text/dd2ddb9c52cb7a0b962a265ee32a8613e8c6e8fae52da17c1415cde4446b5677.txt

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+Iron Butterflies
+Much like the relationship of the condor to the iron condor, a butterfly has
+its synthetic equal as well: the iron butterfly.
+Short Iron Butterfly
+Long one put with strike A; short one put with a higher strike, B; short one
+call with strike B; long one call with a strike higher than B, C. The options
+are on the same security and in the same expiration cycle. The distances
+between the strikes of the put spread and between the strikes of the call
+spread are equal.
+Short Iron Butterfly Example
+Buy 1 XYZ December 50 put (A)
+Sell 1 XYZ December 60 put (B)
+Sell 1 XYZ December 60 call (B)
+Buy 1 XYZ December 70 call (C)
+Long Iron Butterfly
+Short one put with strike A; long one put with a higher strike, B; long one
+call with strike B; short one call with a strike higher than B, C. The options
+are on the same security and in the same expiration cycle. The distances
+between the strikes of the put spread and between the strikes of the call
+spread are equal. The put debit spread has the same distance between the
+strike prices as the call debit spread.
+Long Iron Butterfly Example
+Sell 1 XYZ December 50 put
+Buy 1 XYZ December 60 put
+Buy 1 XYZ December 60 call
+Sell 1 XYZ December 70 call
+These spreads were defined in terms of both long and short for each
+strategy. Whether the spread is classified as long or short depends on
+whether it was established at a credit or a debit. Debit condors or butterflies