Add training workflow, datasets, and runbook

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+This holds true whether the options are in-, at-, or out-of-the-money. For
+example, with a stock at $54, the 50-put would have a −0.205 delta and the
+call would have a 0.799 delta. Selling 100 shares against the call to create
+the synthetic put yields a net delta of −0.201.
+If long or short stock is added to a call or put to create a synthetic, delta
+will be the only greek affected. With that in mind, note the other greeks
+displayed in Exhibit 6.5 —especially theta. Proportionally, the biggest
+difference in the table is in theta. The disparity is due in part to interest.
+When the effects of the interest component outweigh the effects of the
+dividend, the time value of the call can be higher than the time value of the
+put. Because the call must lose more premium than the put by expiration,
+the theta of the call must be higher than the theta of the put.
+American exercise can also cause the option prices in put-call parity to
+not add up. Deep in-the-money (ITM) puts can trade at parity while the
+corresponding call still has time value. The put-call equation can be
+unbalanced. The same applies to calls on dividend-paying stocks as the
+dividend date approaches. When the date is imminent, calls can trade close
+to parity while the puts still have time value. The role of dividends will be
+discussed further in Chapter 8.