Add training workflow, datasets, and runbook

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+Long-Strangle Example
+Let’s return to Susan, who earlier in this chapter bought a straddle on Acme
+Brokerage Co. (ABC). Acme currently trades at $74.80 a share with current
+realized volatility at 36 percent. The stock’s volatility range for the past
+month was between 36 and 47. The implied volatility of the four-week
+options is 36 percent. The range over the past month for the IV of the front
+month has been between 34 and 55.
+As in the long-straddle example earlier in this chapter, there is a great deal
+of uncertainty in brokerage stocks revolving around interest rates, credit-
+default problems, and other economic issues. An FOMC meeting is
+expected in about one week’s time about whose possible actions analysts’
+estimates vary greatly, from a cut of 50 basis points to no cut at all. Add a
+pending earnings release to the docket, and Susan thinks Acme may move
+quite a bit.
+In this case, however, instead of buying the 75-strike straddle, Susan pays
+2.35 for 20 one-month 70–80 strangles. Exhibit 15.9 compares the greeks of
+the long ATM straddle with those of the long strangle.
+EXHIBIT 15.9 Long straddle versus long strangle.
+The cost of the strangle, at 2.35, is about 40 percent of the cost of the
+straddle. Of course, with two long options in each trade, both have positive
+gamma and vega and negative theta, but the exposure to each metric is less
+with the strangle. Assuming the same stock-price action, a strangle would