Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 
+p2 = p 1 +delta+ gamma, or substituting from above 
+p2 = (p0 + delta) + delta + gamma 
+= Po + 2 x delta + gamma 
+6.04 = 5.00 + 2 x 0.505 + 0.03 (in the example if XYZ = 90) 
+875 
+By the same calculation, the put in the example will be priced at 4.04 if XYZ imme­
+diately jumps to 90: 
+4.04 = 5.00 - 2 X 0.495 + 0.03 
+So, overall, the call will have increased by 1.04, but the put will only have 
+decreased by 0.96. The unrealized loss would then be computed as -$10,400 for the 
+100 calls, offset by a gain of $9,600 on the sale of 100 puts, for a net unrealized loss 
+of $800. This verifies the result obtained above using position delta and position 
+gamma. Again, this confirms the logical fact that a quick stock movement will cause 
+unrealized losses in a short straddle position. 
+Continuing on, let us look at some of the other factors affecting the sale of this 
+straddle. The straddle seller has time working in his favor. After the position is estab­
+lished, there will not be as much decay in the first two-week period as there will be 
+when expiration draws near. The exact amount of time decay to expect can be calcu­
+lated from the theta of the position: 
+XYZ: 88 
+Position 
+Sold l 00 July 90 calls 
+Sold l 00 July 90 puts 
+Option 
+Theta 
+-0.03 
+-0.03 
+Position 
+Theta 
++$300 
++$300 
++$600 
+This is how the position looked with respect to time decay when it was first 
+established (XYZ at 88 and three months remaining until expiration). The theta of the 
+put and the call are essentially the same, and indicate that each option is losing about 
+3 cents of value each day. Note that the theta is expressed as a negative number, and 
+since these options are sold, the position theta is a positive number. A positive posi­
+tion theta means time decay is working in your favor. One could expect to make $300 
+per day from the sale of the 100 calls. He could expect to make another $300 per day 
+from the sale of the 100 puts. Thus, his overall position is generating a theoretical 
+profit from time decay of $600 per day. 
+The fact that the sale of a straddle generates profits from time decay is not 
+earth-shattering. That is a well-known fact. However, the amount of that time decay