Add training workflow, datasets, and runbook

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+sinking feeling in the pit of your stomach. But the damage was truly not that
+bad. The offer in the straddle was 4.75, so the position was still a winner if
+John bought it back at this point.
+Gamma/delta hurt. Theta helped. A characteristic that enters into this
+trade is volatility’s changing as a result of movement in the stock price.
+Despite the fact that the stock gapped $3.50 higher, implied volatility fell by
+1 percent, to 22. This volatility reaction to the underlying’s rise in price is
+very common in many equity and index options. John decided to close the
+trade. Nobody ever went broke taking a profit.
+The trade in this example was profitable. Of course, this will not always
+be the case. Sometimes short straddles will be losers—sometimes big ones.
+Big moves and rising implied volatility can be perilous to short straddles
+and their writers. If the XYZ stock in the previous example had gapped up
+to $115—which is not an unreasonable possibility—John’s trade would
+have been ugly.