Add training workflow, datasets, and runbook

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+underlying declines by just $0.60, the $0.40 that the trader hoped to make
+on rho is wiped out by delta loss. With the share price $0.60 lower, the
+0.760 delta costs the trade about $0.46. Furthermore, the passing of six
+weeks (42 days) will lead to a loss of about $0.55 from time decay because
+of the −0.013 theta. There is also the risk from the fat vegas associated with
+LEAPS. A 1.5 percent drop in implied volatility completely negates any
+hopes of rho profits.
+Aside from the possibility that delta, theta, and vega may get in the way
+of profits, the bid-ask spread with these long-term options tends to be wider
+than with their short-term counterparts. If the bid-ask spread is more than
+$0.40 wide, which is often the case with LEAPS, rho profits are canceled
+out by this cost of doing business. Buying the offer and selling the bid
+negative scalps away potential profits.
+With LEAPS, rho is always a concern. It will contribute to prosperity or
+peril and needs to be part of the trade plan from forecast to implementation.
+Buying or selling a LEAPS call or put, however, is not a practical way to
+speculate on interest rates.
+To take a position on interest rates in the options market, risk needs to be
+distilled down to rho. The other greeks need to be spread off. This is
+accomplished only through the conversions, reversals, and jelly rolls
+described in Chapter 6. However, the bid-ask can still be a hurdle to trading
+these strategies for non–market makers. Generally, rho is a greek that for
+most traders is important to understand but not practical to trade.