Add training workflow, datasets, and runbook

training_data/curated/text/eb59da7ca04c862d552ef1fd307e6a8ae84e6b690d8d33530113274d81416196.txt

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+Index 
+Calendar spread, put, 333-335 (see also Put spreads, 
+basic) 333-335 
+Calendar and ratio spreads, combining, 222-229 
+choosing spread, 225-226 
+pricing model, using, 225 
+delta-neutral calendar spreads, 227-228 
+in-the-money, 228 
+follow-up action, 226-227, 229 
+probabilities, good, 226-227 
+out-of-the-money call spread, 222-225 (see also 
+Calendar and ratio spreads, combining, ratio 
+calendar spread) 
+ratio calendar spread, 222-225 
+collateral requirements possibly large, 223-224 
+profitability of, 227 
+Calendar straddle, 348-350 (see also Spreads combining 
+calls and puts) 
+Call arbitrage, 444 (see also Arbitrage) 
+Call bull spread, effect on of implied volatility changes, 
+767-775 
+Call buying, 95-117 
+advanced selection criteria, 103-107 
+overpriced/underpriced calls, 106-107 
+time value premium and volatility trading, 106-107 
+volatilities of underlying stock, 103-106 
+follow-up actions, 107-117 
+bull spread, 110-111, 113-116, 117 
+calendar spread, creating, 116-117 
+commissions, 108 
+defensive action, two strategies for, 112-117 
+locking in profits, four strategies for, 108-111 
+"mental" stop to cut losses, 107 
+rolling down strategy, 112-116 
+rolling up, 109-110 
+frustrations, 107 
+mathematical calculations of volatility, applying, 47 4 
+option to buy, selecting, 101-103 
+day trading, 101-102 
+intermediate-term trading, 102-103 
+long-term trading, 103 
+short-term trading, 102 
+time horizon as criterion, 101 
+risk and reward, 97-101 
+delta, 99-101 
+hedge ratio, 99-101 
+intermediate-term call most attractive, 98 
+option pricing curve, 99 
+timing, certainty of, 98-99 
+simplest form of option investment, 95 
+strategies, other, 118-131 (see also Call buying 
+strategies) 
+why buy, 95-96 
+and LEAPS, 95 
+985 
+Call buying strategies, 118-131 
+altering ratio oflong calls to short stock, 128-131 
+protected short sale, 118-122 
+at-the-money or out-of-the-money as protection, 
+120 
+follow-up action, 122 
+margin requirements, 121 
+reverse hedge, 123-128, 130, 131 
+follow-up action, 126-128 
+limited loss potential and unlimited profit poten­
+tial, 123, 128 
+trading against the straddle, 126-127 
+volatile stock preferred, 126 
+simulated straddle, 123-128 (see also Call buying 
+strategies, reverse hedge) 
+summary, 131 
+"synthetic" strategies, 118 
+put, 118-121 (see also Call buying strategies, pro­
+tected short sale) 
+Call option price curve, 10-13 
+Call option strategies, 37-241 (see also under particular 
+heading) 
+bear spreads using call options, 186-190 
+bull spreads, 172-185 
+butterfly spreads, 200-209 
+calendar spreads, 191-199 
+calendar and ratio spreads, combining, 222-229 
+call buying, 95-117 
+call buying strategies, 118-131 
+covered call writing, 39-94 
+diagonalizing spread, 236-241 
+naked call writing, 132-145 
+ratio call spreads, 210-221 
+ratio call writing, 146-171 
+reverse spreads, 230-235 
+summary, 241 
+Call options: 
+assignment of, 7 
+Call writing, applying mathematical calculations of 
+volatility to, 4 72-4 7 4 
+Capitalization-weighted indices, 494-497 
+divisor, 494-496 
+float, 494-495 
+largest market value stocks have most weight, 496 
+most prevalent, 497 
+Cash-based futures, 653 
+Cash-based options, 500-506 (see also Index option 
+products) 
+European versus American exercise, 501-504 
+Cash-based put writing, 294-295 
+Cash dividend role of underlying stock as factor in 
+option price, 14-15 
+Cash settlement futures, 653