Add training workflow, datasets, and runbook

training_data/curated/text/3f4b1b6f60a75e640b8ab67d3b2773b629d35ec2424237aa1cc989a8e4b08940.txt

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+At seven days until expiration, there is less time for price action in the
+stock to change the expected moneyness at expiration of ITMs or OTMs.
+ATM options, however, continue to be in play. Here, the ATM gamma is
+approaching 0.35. But the strikes below 41 and above 48 have 0 gamma.
+Similarly-priced securities that tend to experience bigger price swings
+may have strikes $3 away-from-the-money with seven-day gammas greater
+than zero. The volatility of the underlying will affect gamma, too. Exhibit
+2.9 shows the same 19 percent volatility QQQ calls in contrast with a graph
+of the gamma if the volatility is doubled.
+EXHIBIT 2.9 Gamma as volatility changes.
+Raising the volatility assumption flattens the curve, causing ITM and
+OTM to have higher gamma while lowering the gamma for ATMs.
+Short-term ATM options with low volatility have the highest gamma.
+Lower gamma is found in ATMs when volatility is higher and it is lower for
+ITMs and OTMs and in longer-dated options.