1. A method for managing data sets in a storage, comprising: receiving a request for additional storage space to allocate to a requested data set stored in a first managed space in the storage; determining a revised amount of storage space for the requested data set comprising at least an amount of space currently allocated to the requested data set in the first managed space and the requested additional storage space; determining whether allocating the requested additional storage space in the first managed space would result in an end of volume condition in the first managed space of a volume having the requested data set; in response to determining that the end of volume condition will occur in response to allocating the requested additional storage space in the first managed space, performing: determining whether the revised amount of storage space exceeds a value; allocating, in response to determining that the revised amount of storage space exceeds the value, the revised amount of storage space in allocated storage space in a second managed space of the storage; and storing the requested data set in the allocated storage space in the second managed space.