Add training workflow, datasets, and runbook

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+A Good Ex-Skews
+It’s important to take skew into consideration. Because the January calls
+have a higher strike price than the February calls, it’s logical for them to
+trade at a lower implied volatility. Is this enough to justify the possibility of
+selling the lower volatility? Consider first that there is some margin for
+error. The bid-ask spreads of each of the options has a volatility disparity. In
+this case, both the January and February calls are 10 cents wide. That means
+with a January vega of 0.34 the bid-ask is about 0.29 vol points wide. The
+Februarys have a 0.57 vega. They are about 0.18 vol points wide. That
+accounts for some of the disparity. Natural vertical skew accounts for the
+rest of the difference, which is acceptable as long as the skew is not
+abnormally pronounced.
+As for other volatility considerations, this diagonal has the rather
+unorthodox juxtaposition of positive vega and negative gamma seen with
+other time spreads. The trader is looking for a move upward, but not a big
+one. As the stock rises and Apple moves closer to the 420 strike, the
+positive delta will shrink and the negative gamma will increase. In order to
+continue to enjoy profits as the stock rises, John may have to buy shares of
+Apple to keep his positive delta. The risk here is that if he buys stock and
+Apple retraces, he may end up negative scalping stock. In other words, he
+may sell it back at a lower price than he bought it. Using stock to adjust the
+delta in a negative-gamma play can be risky business. Gamma scalping is
+addressed further in Chapter 13.