Add training workflow, datasets, and runbook

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+A decrease in value of the options from time decay causes an increase in
+profitability. This profit potential pinnacles at the center (strike) price at
+expiration. Rising IV will cause a decline in profitability at each stock price
+point. Declining IV will raise the payout on the Y axis as profitability
+increases at each price point.
+Smileys and frowns are a mere graphical representation of the technique
+discussed in this chapter: buying and selling realized volatility. These P&
+(L) diagrams are limited, because they show the payout only of stock-price
+movement. The profitability of direction-indifferent and direction-neutral
+trading is also influenced by time and implied volatility. These actively
+traded strategies are best evaluated on a gamma-theta basis. Long-gamma
+traders strive each day to scalp enough to cover the day’s theta, while short-
+gamma traders hope to keep the loss due to adverse movement in the
+underlying lower than the daily profit from theta.
+The strategies in this chapter are the same ones traded in Chapter 12. The
+only difference is the philosophy. Ultimately, both types of volatility are
+being traded using these and other option strategies. Implied and realized
+volatility go hand in hand.