Add training workflow, datasets, and runbook

training_data/curated/text/ee679c96d7624c8784844ea317662fe87b91420a815daec3e3e23ec6f9ba9261.txt

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+EXHIBIT 5.8 Harley-Davidson covered call.
+EXHIBIT 5.9 Greeks for Harley-Davidson covered call (per contract).
+Delta 0.591
+Gamma−0.121
+Theta 0.032
+Vega −0.066
+Taking It Off
+If the trade works out perfectly for Bill, 22 days from now Harley-Davidson
+will be trading right at $70. He’d profit on both delta and theta. If the trade
+isn’t exactly perfect, but still good, Harley-Davidson will be anywhere
+above $68.15 in 22 days. It’s the prospect that the trade may not be so good
+at March expiration that occupies Bill’s thoughts, but a trader has to hope
+for the best and plan for the worst.
+If it starts to trend, Bill needs to react. The consequences to the stock’s
+trending to the upside are not quite so dire, although he might be somewhat
+frustrated with any lost opportunity above the indifference point. It’s the
+downside risk that Bill will more vehemently guard against.
+First, the same IV/vega considerations exist as they did in the previous
+examples. In the event the trade is closed early, IV/vega may help or hinder
+profitability. A rise in implied volatility will likely accompany a decline in