Add training workflow, datasets, and runbook

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+Effect of Volatility on Delta
+The level of volatility affects option deltas as well. We’ll discuss volatility
+in more detail in future chapters, but it’s important to address it here as it
+relates to the concept of delta. Exhibit 2.4 shows how changing the
+volatility percentage (explained further in Chapter 3), as opposed to the
+time to expiration, affects option deltas. In this table, the delta of a call with
+91 days until expiration is studied.
+EXHIBIT 2.4 Estimated delta of 50-strike call—impact of volatility.
+Notice the effect that volatility has on the deltas of this option with the
+underlying stock at various prices. In this table, at a low volatility with the
+call deep in- or out-of-the-money, the delta is very large or very small,
+respectively. At 10 percent volatility with the stock at $58 a share, the delta
+is 1.00. At that same volatility level with the stock at $42 a share, the delta
+is 0.
+But at higher volatility levels, the deltas change. With the stock at $58, a
+45 percent volatility gives the 50-strike call a 0.79 delta—much smaller
+than it was at the low volatility level. With the stock at $42, a 45-percent
+volatility returns a 0.30 delta for the call. Generally speaking, ITM option
+deltas are smaller given a higher volatility assumption, and OTM option
+deltas are bigger with a higher volatility.