Add training workflow, datasets, and runbook

training_data/curated/text/e91106f9ccf0b885e7ac23682c2763fcac783af8535ba82421ba22fd912869c1.txt

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+Strange Deltas
+Because American calls become an exercise possibility when the ex-date is
+imminent, the deltas can sometimes look odd. When the calls are trading at
+parity, they have a 1.00 delta. They are a substitute for the stock. They, in
+fact, will be stock if and when they are exercised just before the ex-date.
+But if the puts still have some residual time value, they may also have a
+small delta, of 0.05 or perhaps more.
+In this unique scenario, the delta of the synthetic can be greater than
++1.00 or less than −1.00. It is not uncommon to see the absolute values of
+the call and put deltas add up to 1.07 or 1.08. When the dividend comes out
+of the options model on the ex-date, synthetics go back to normal. The delta
+of the synthetic again approaches 1.00. Because of the out-of-whack deltas,
+delta-neutral traders need to take extra caution in their analytics when ex-
+dates are near. A little common sense should override what the computer
+spits out.