Add training workflow, datasets, and runbook

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+Covered Put
+The last position in the family of basic volatility-selling strategies is the
+covered put, sometimes referred to as selling puts and stock. In a covered
+put, a trader sells both puts and stock on a one-to-one basis. The term
+covered put is a bit of a misnomer, as the strategy changes from limited risk
+to unlimited risk when short stock is added to the short put. A naked put can
+produce only losses until the stock goes to zero—still a substantial loss.
+Adding short stock means that above the strike gains on the put are limited,
+while losses on the stock are unlimited. The covered put functions very
+much like a naked call. In fact, they are synthetically equal. This concept
+will be addressed further in the next chapter.
+Let’s looks at another trader, Libby. Libby is an active trader who trades
+several positions at once. Libby believes the overall market is in a range
+and will continue as such over the next few weeks. She currently holds a
+short stock position of 1,000 shares in Harley-Davidson. She is becoming
+more neutral on the stock and would consider buying in her short if the
+market dipped. She may consider entering into a covered-put position.
+There is one caveat: Libby is leaving for a cruise in two weeks and does not
+want to carry any positions while she is away. She decides she will sell the
+covered put and actively manage the trade until her vacation. Libby will sell
+10 Harley-Davidson March (22-day) 70 puts at 1.85 against her short 1,000
+shares of Harley-Davidson, which is trading at $69 per share.
+She knows that her maximum profit if the stock declines and assignment
+occurs will be $850. That’s 0.85 × $100 × 10 contracts. Win or lose, she
+will close the position in two weeks when there are only eight days until
+expiration. To trade this covered put she needs to watch her greeks.
+Exhibit 5.10 shows the greeks for the Harley-Davidson 70-strike covered
+put.
+EXHIBIT 5.10 Greeks for Harley-Davidson covered put (per contract).
+Delta −0.419
+Gamma−0.106
+Theta 0.031
+Vega −0.066