Add training workflow, datasets, and runbook

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+5. Realized Volatility Remains Constant,
+Implied Volatility Remains Constant
+This volatility chart pattern shown in Exhibit 14.6 is typical of a boring,
+run-of-the-mill stock with nothing happening in the news. But in this case,
+no news might be good news.
+EXHIBIT 14.6 Realized volatility remains constant, implied volatility
+remains constant.
+Source : Chart courtesy of iVolatility.com
+Again, the gray is realized volatility and the black line is IV.
+It’s common for IV to trade slightly above or below realized volatility for
+extended periods of time in certain assets. In this example, the IV has traded
+in the high teens from late January to late July. During that same time,
+realized volatility has been in the low teens.
+This is a prime environment for option sellers. From a gamma/theta
+standpoint, the odds favor short-volatility traders. The gamma/theta ratio
+provides an edge, setting the stage for theta profits to outweigh negative-
+gamma scalping. Selling calls and buying stock delta neutral would be a
+trade to look at in this situation. But even more basic strategies, such as
+time spreads and iron condors, are appropriate to consider.