Add training workflow, datasets, and runbook

training_data/curated/text/e8c96f5eedf1cf9045199bc74df646c15c13c43f760cc404422918a90e2c1897.txt

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+4. Realized Volatility Remains Constant,
+Implied Volatility Rises
+Exhibit 14.5 shows that the stock is moving at about the same volatility
+from the beginning of June to the end of July. But during that time, option
+premiums are rising to higher levels. This is an atypical chart pattern. If this
+was a period leading up to an anticipated event, like earnings, one would
+anticipate realized volatility falling as the market entered a wait-and-see
+mode. But, instead, statistical volatility stays the same. This chart pattern
+may indicate a potential volatility-selling opportunity. If there is no news or
+reason for IV to have risen, it may simply be high tide in the normal ebb
+and flow of volatility.
+EXHIBIT 14.5 Realized volatility remains constant, implied volatility
+rises.
+Source : Chart courtesy of iVolatility.com
+In this example, the historical volatility oscillates between 20 and 24 for
+nearly two months (the beginning of June through the end of July) as IV
+rises from 24 to over 30. The stock price is less volatile than option prices
+indicate. If there is no news to be dug up on the stock to lead one to believe
+there is a valid reason for the IV’s trading at such a level, this could be an
+opportunity to sell IV 5 to 10 points higher than the stock volatility. The