Add training workflow, datasets, and runbook

training_data/relevant/text/cbbe5fe2bbd02494a1192d59ec700912f3e1ac1bf3104513068760d0c14e7ad3.txt

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+692 Part V: Index Options and Futures 
+FIGURE 34-3. 
+January soybean, heavily ratioed spread. 
+90 
+60 
+30 
+- 0 
+e 575 625 650 675 725 a. -30 0 
+.1!l -60 C 
+~ 
+-90 
+-120 At Expiration 
+-150 
+-180 
+Futures Price 
+FOLLOW-UP ACTION 
+The same follow-up strategies apply to these futures options as did for stock options. 
+They will not be rehashed in detail here; refer to earlier chapters for broader expla­
+nations. This is a summary of the normal follow-up strategies: 
+Ratio call spread: 
+Follow-up action in strategies with naked options, such as this, generally involves 
+taking or limiting losses. A rising market will produce a negative EFP. 
+Neutralize a negative EFP by: 
+Buying futures 
+Buying some calls 
+Limit upside losses by placing buy stop orders for futures at or near the upside 
+break-even point. 
+Put backspread: 
+Follow-up action in strategies with an excess of long options generally involves 
+taking or protecting profits. A falling market will produce a negative EFP. 
+Neutralize a negative EFP by: 
+Buying futures 
+Selling some puts