Add training workflow, datasets, and runbook

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+674 Part V: Index Options and Futures 
+FUTURES OPTION TRADING STRATEGIES 
+The strategies described here are those that are unique to futures option trading. 
+Although there may be some general relationships to stock and index option strate­
+gies, for the most part these strategies apply only to futures options. It will also be 
+shown - in the backspread and ratio spread examples - that one can compute the 
+profitability of an option spread in the same manner, no matter what the underlying 
+instrument is (stocks, futures, etc.) by breaking everything down into "points" and not 
+"dollars." 
+Before getting into specific strategies, it might prove useful to observe some 
+relationships about futures options and their price relationships to each other and to 
+the futures contract itself. Carrying cost and dividends are built into the price of stock 
+and index options, because the underlying instrument pays dividends and one has to 
+pay cash to buy or sell the stock. Such is not the case with futures. The "investment" 
+required to buy a futures contract is not initially a cash outlay. Note that the cost of 
+carry associated with futures generally refers to the carrying cost of owning the cash 
+commodity itself. That carrying cost has no bearing on the price of a futures option 
+other than to determine the futures price itself. Moreover, the future has no divi­
+dends or similar payout. This is even true for something like U.S. Treasury bond 
+options, because the interest rate payout of the cash bond is built into the futures 
+price; thus, the option, which is based on the futures price and not directly on the 
+cash price, does not have to allow for carry, since the future itself has no initial car­
+rying costs associated with it. 
+Simplistically, it can be stated that: 
+Futures Call = Futures Put + Futures Price - Strike Price 
+Example: April crude oil futures closed at 18.74 ($18.74 per barrel). The following 
+prices exist: 
+Strike April Call April Put Put + Futures 
+Price Price Price - Strike 
+17 1.80 0.06 1.80 
+18 0.96 0.22 0.96 
+19 0.35 0.61 \ 0.35 
+20 0.10 1.36 0.10 
+Note that, at every strike, the above formula is true (Call = Put + Futures -
+Strike). These are not theoretical prices; they were taken from actual settlement 
+prices on a particular trading day.