Add training workflow, datasets, and runbook

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+240  •   The Intelligent Option Investor
+Notice that there is much less leverage on the long-put side than on 
+the long-call side. This is a function of the volatility smile and the abnor -
+mally high pricing on the far OTM put side. It turns out that the $20-strike 
+puts have an implied volatility of 43.3 percent compared to an ATM im-
+plied volatility of 22.0 percent.
+Obviously, the lower level of leverage will make closing before expira-
+tion less attractive, so it is important to select a put strike price between the 
+present market price and your worst-case fair value estimate. In this way, 
+if the option does expire when the stock is at that level, you will at least be 
+able to realize the profit of the intrinsic value.
+With these explanations of the primary mixed-exposure strategies, 
+now let’s turn to overlays—where an option position is added to a stock 
+position to alter the risk-return characteristics of the investor’s portfolio.
+Covered Call
+Contingent Upside Exposure
+Contingent Downside Exposure
+LIGHT GREEN
+RED
+LIGHT RED
+Downside: Overvalued
+Upside: Fairly valued or undervalued