Add training workflow, datasets, and runbook

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+878 Part VI: Measuring and Trading Volatility 
+of time generally will improve most aspects of this naked straddle sale. However, that 
+does not mitigate the current situation, nor does it imply that there will be no risk if 
+a little time passes. 
+The type of analysis shown in the preceding examples gives a much more in­
+depth look than merely envisioning the straddle sale as being delta short 100 shares 
+or looking at how the position will do at expiration. In the previous example, it is 
+known that the straddle writer will profit if XYZ is between 80 and 100 in three 
+months, at expiration. However, what might happen in the interim is another matter 
+entirely. The delta, gamma, theta, and vega are useful for the purpose of defining 
+how the position will behave or misbehave at the current point in time. 
+Refer back to the table of strategies at the beginning of this section. Notice that 
+ratio writing or straddle selling ( they are equivalent strategies) have the characteris­
+tics that have been described in detail: Delta is 0, and several other factors are neg­
+ative. It has been shown how those negative factors translate into potential profits or 
+losses. Observing other lines in the same table, note that covered writing and naked 
+put selling ( they are also equivalent, don't forget) have a description very similar to 
+straddle selling: Delta is positive, and the other factors are negative. This is a worse 
+situation than selling naked straddles, for it entails all the same risks, but in addition 
+will suffer losses on immediate downward moves by the underlying stock. The point 
+to be made here is that if one felt that straddle selling is not a particularly attractive 
+strategy after he had observed these examples, he then should feel even less inclined 
+to do covered writing, for it has all the same risk factors and isn't even delta neutral. 
+An example that was given in the chapter on futures options trading will be 
+e,,'Panded as promised at this time. To review, one may often find volatility skewing 
+in futures options, but it was noted that one should not normally buy an at-the-money 
+call (the cheapest one) and sell a large quantity of out-of-the-money calls just because 
+that looks like the biggest theoretical advantage. The following example was given. It 
+will now be expanded to include the concept of gamma. 
+Example: Heavy volatility skewing exists in the prices of January soybean options: 
+The out-of-the-money calls are much more expensive than the at-the-money calls. 
+The following data is known: 
+January soybeans: 583 
+Option Price Implied Volatility Delta Gamma 
+575 call 19.50 15% 0.55 .0100 
+675 call 2.25 23% 0.09 .0026