Add training workflow, datasets, and runbook

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+Chapter 1: Definitions 13 
+This statement is true no matter what the stock price is. The only reservation is 
+that with the stock deeply in- or out-of-the-money, the actual difference between the 
+January, April, and July calls will be smaller than with XYZ stock selling at the strik­
+ing price of 50. 
+Time Value Premium Decay. In Figure 1-3, notice that the price of the 9-
+month call is not three times that of the 3-month call. Note next that the curve 
+in Figure 1-4 for the decay of time value premium is not straight; that is, the rate 
+of decay of an option is not linear. An option's time value premium decays much 
+more rapidly in the last few weeks of its life ( that is, in the weeks immediately 
+preceding expiration) than it does in the first few weeks of its existence. The rate 
+of decay is actually related to the square root of the time remaining. Thus, a 3-
+month option decays (loses time value premium) at twice the rate of a 9-month 
+option, since the square root of 9 is 3. Similarly, a 2-month option decays at 
+twice the rate of a 4-month option (-..f4 = 2). 
+This graphic simplification should not lead one to believe that a 9-month option 
+necessarily sells for twice the price of a 3-month option, because the other factors 
+also influence the actual price relationship between the two calls. Of those other fac­
+tors, the volatility of the underlying stock is particularly influential. More volatile 
+underlying stocks have higher option prices. This relationship is logical, because if a 
+FIGURE 1-4. 
+Time value premium decay, assuming the stock price remains con­
+stant. 
+9 4 
+Time Remaining Until Expiration 
+(Months) 
+0