Add training workflow, datasets, and runbook

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+212  •   The Intelligent Option Investor
+setting $50 aside in an escrow account you can’t touch and promising that 
+you will buy the stock with the escrow funds in the future if requested to 
+do so? From a risk perspective, “very little” is the answer. 
+Short calls are more complicated, but I will discuss the leverage car -
+ried by them using elements of the structure I set forth in Chapter 8. In the 
+following overviews, I add one new line item to the tables that details the 
+margin requirements of the positions.
+Intelligent option investors accept exposure when the market over -
+estimates the likelihood of a valuation that the investor believes is not a 
+rational outcome. In graphic terms, this means that either one or both of 
+the investor’s best- and worst-case valuation scenarios lie well within the 
+Black-Scholes-Merton model (BSM) cone.
+Simple (one-option) strategies to accept exposure include 
+1. Short put
+2. Short call (call spread)
+Complex (multioption) strategies to accept exposure include the following:
+1. Short straddle
+2. Short strangle
+Jargon introduced in this chapter includes the following:
+Margin Put-call parity
+Early exercise Cover (a position)
+Writing (an option)
+Short Put
+RED