Add training workflow, datasets, and runbook

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+188  •   The Intelligent Option Investor
+such a way that such a loss of capital becomes just a cost of doing business 
+that will be made up for in another investment down the line.
+For each of the strategies mentioned in this chapter, I present 
+a stylized graphic representing the Black-Scholes-Merton model 
+(BSM) cone and the option’s range of exposure plus best- and worst-
+case valuation scenarios. These are two of the required inputs for an 
+intelligent option investing strategy—an intelligently determined valu-
+ation range and the mechanically determined BSM forecast range. I will 
+also provide a summary of the relative pricing of upside and downside 
+exposure vis-à-vis an intelligent valuation range (e.g., “Upside expo-
+sure is undervalued”), the steps taken to execute the strategy, and its 
+potential risks and return.
+After this summary section, I provide textual discussions of tenor se-
+lection, strike price selection, portfolio management (i.e., rolling, exercise, 
+etc.), and any miscellaneous items of interest to note. Understanding the 
+strategies well and knowing how to use the tools at your disposal to tilt 
+the balance of risk and reward in your favor are the hallmark and pinnacle 
+of intelligent option investing. Intelligent option investors gain exposure 
+when the market underestimates the likelihood of a valuation that the in-
+vestor believes is a rational outcome. In graphic terms, this means that ei-
+ther one or both of the investor’s best- and worst-case valuation scenarios 
+lie outside the BSM cone.
+Simple (one-option) strategies to gain exposure include
+•	Long calls
+•	Long puts
+Complex (multioption) strategies to gain exposure include
+•	Long strangles
+•	Long straddles
+Jargon introduced in this chapter includes the following:
+Roll
+Ratio(ing)