Add training workflow, datasets, and runbook

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+Friend or Foe?
+Theta can be a good thing or a bad thing, depending on the position. Theta
+hurts long option positions; whereas it helps short option positions. Take an
+80-strike call with a theoretical value of 3.16 on a stock at $82 a share. The
+32-day 80 call has a theta of 0.03. If a trader owned one of these calls, the
+trader’s position would theoretically lose 0.03, or $0.03, as the time until
+expiration change from 32 to 31 days. This trader has a negative theta
+position. A trader short one of these calls would have an overnight
+theoretical profit of $0.03 attributed to theta. This trader would have a
+positive theta.
+Theta affects put traders as well. Using all the same modeling inputs, the
+32-day 80-strike put would have a theta of 0.02. A put holder would
+theoretically lose $0.02 a day, and a put writer would theoretically make
+$0.02. Long options carry with them negative theta; short options carry
+positive theta.
+A higher theta for the call than for the put of the same strike price is
+common when an interest rate greater than zero is used in the pricing
+model. As will be discussed in greater detail in the section on rho, interest
+causes the time value of the call to be higher than that of the corresponding
+put. At expiration, there is no time value left in either option. Because the
+call begins with more time value, its premium must decline at a faster rate
+than that of the put. Most modeling software will attribute the disparate
+rates of decline in value all to theta, whereas some modeling interfaces will
+make clear the distinction between the effect of time decay and the effect of
+interest on the put-call pair.