Add training workflow, datasets, and runbook

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+Finding the Right Risk
+Mick could lower the theta of his position by selecting a put with a greater
+number of days to expiration. This alternative has its own set of trade-offs:
+lower gamma and higher vega than the 44-day put. He could also select an
+ITM put or an OTM put. Like Kim’s call alternatives, the OTM put would
+have less exposure to time decay, lower vega, lower gamma, and a lower
+delta. It would have a lower premium, too. It would require a bigger price
+decline than the ATM put and would be more speculative.
+The ITM put would also have lower theta, vega, and gamma, but it would
+have a higher delta. It would take on more of the functionality of a short
+stock position in much the same way that Kim’s ITM call alternative did for
+a long stock position. In its very essence, however, an option trade, ITM or
+otherwise, is still fundamentally different than a stock trade.
+Stock has a 1.00 delta. The delta of a stock never changes, so it has zero
+gamma. Stock is not subject to time decay and has no volatility component
+to its pricing. Even though ITM options have deltas that approach 1.00 and
+other greeks that are relatively low, they have two important differences
+from an equity. The first is that the greeks of options are dynamic. The
+second is the built-in leverage feature of options.
+The relationship of an option’s strike price to the stock price can change
+constantly. Options that are ITM now may be OTM tomorrow and vice
+versa. Greeks that are not in play at the moment may be later. Even if there
+is no time value in the option now because it is so far away-from-the-
+money, there is the potential for time premium to become a component of
+the option’s price if the stock moves closer to the strike price. Gamma,
+theta, and vega always have the potential to come into play.
+Since options are leveraged by nature, small moves in the stock can
+provide big profits or big losses. Options can also curtail big losses if used
+for hedging. Long option positions can reap triple-digit percentage gains
+quickly with a favorable move in the underlying. Even though 100 percent
+of the premium can be lost just as easily, one option contract will have far
+less nominal exposure than a similar position in the stock.