Add training workflow, datasets, and runbook

training_data/curated/text/ff49a796812d1967990febd202b332a65e755f480e840cf4928ae0115e04b4bc.txt

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+984 
+Assignment of options, 7, 16-22 
+anticipating, 18-22 
+automatic, 18-19 
+call options, 7 
+of cash-based options, 501 
+commissions, 17-18 
+margin requirements, 16-17 
+put options, 7 
+Backspreads, 232-235 (see also Reverse spreads) 
+diagonal, 240-241 
+effect on of implied volatility changes, 781-782 
+and LEAPS, 407-408 
+Bear spreads using call options, 186-190 
+call bear spread, 186-188 
+as credit spread, 186 
+follow-up action, 190 
+assignment of short call, impending, 190 
+selecting, 189-190 
+an aggressive position usually, 189 
+summary, 190 
+Bear spread, put, 329-332 (see also Put spreads, basic) 
+Beta, 533-539 
+Black, Fisher, 459 
+Black-Scholes model, 456-466, 538, 610, 611, 635, 640, 
+644-645,646,647-648,651,677,678, 731,734, 
+758, 767-768, 798,902 (see also Mathematical 
+applications) 
+Black model, 647-648, 651, 677 
+characteristics, 459-461 
+dividends paid by common stock not included, 459 
+formula, 456-457 
+hedge ratio, 457 
+historical volatility, lognormal, computing, 461-466 
+lognormal distribution of stock prices, 460 
+vega, 750 
+volatility, computation of, 460-466 
+weighting factor, 459-460, 463-465 
+Block positioning, 455, 482-485 (see also Mathematical 
+applications) 
+Board broker system, 22 
+Box spread, 338, 439-44,3, 643-644 
+risks, 443 
+"Box" stock, 432 
+Broad-based indices, 500 
+Brownian motion, 806 
+Bull spread, structured product as, 608-612 
+valuing, 610-612 
+Bull spreads, 110-111, 113-116, 117, 172-185 
+aggressiveness, degrees of, 175-176 
+call bull spread, 172-173 
+effect on of implied volatility changes, 767-775 
+follow-up action, 178-180 
+credit spread, 179 
+"legging" out of spread, 180 
+and outright purchase, comparison of, 179 
+and LEAPS, 403-404 
+ranking, 176-178 
+diagonal bull spread, 177 
+summary, 185 
+uses, other, 180-184 
+Index 
+break-even price on common stock, lowering, 182, 
+183 
+simple form of spreading, 180, 185 
+as "substitute" for covered writing, 182-184 
+vertical, 172 
+when options are expensive, 177 
+Bull spread, put, 332-333 (see also Put spreads, basic) 
+Bullish calendar spread, 196-198 (see also Calendar 
+spread) 
+Butterfly spread, 200-209, 336-338 (see also Put 
+spreads, basic) 
+combination of bull and bear spreads, 200, 209 
+commissions costly, 200, 203 
+example, 201 
+follow-up action, 206-209 
+assignment, 206 
+"legging out," 207 
+neutral position, 200 
+results of at expiration, 201-203 
+selecting, 203-206 
+striking prices, three, 200-203 
+summary, 209 
+Calendar combination of calls and puts, 345-348 
+Calendar spread, 116-117, 191-199 
+as antivolatility strategy, 194 
+bullish, 196-198, 199 
+follow-up action, 197-198 
+definition, 191 
+expiration series, using all three, 198-199 
+horizontal spread, 191 
+in volatility trading, 825-826 
+and LEAPS, 408-409 
+mathematical calculations of volatility, applying lo. 
+478-480 
+neutral, 192-194, 199 
+follow-up action, 194-196 
+volatility, effect of, 194 
+summary, 199 
+time spread another name, 191 
+volatility changes, effect of on, 778-780 
+with futures options, 704-709 (see also Futtm's 
+options and strategies)