Add training workflow, datasets, and runbook

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+is just under 0.50, while that of the call is just over 0.50. The disparate, yet
+related deltas represent the main difference between these two trades.
+The difference between the gamma of the 35 put and that of the
+corresponding call is fairly negligible: 0.174 versus 0.166, respectively. The
+gamma of this ATM put will enter into the equation in much the same way
+as the gamma of the ATM call. The put’s negative delta will become more
+negative as the stock declines, drawing closer to −1.00. It will get less
+negative as the stock price rises, drawing closer to zero. Gamma is
+important here, because it helps the delta. Delta, however, still remains the
+most important greek. Exhibit 4.14 illustrates how the 35 put delta changes
+as time and price change.
+EXHIBIT 4.14 Disney 35 put price–time matrix–delta.
+Since this put is ATM, it starts out with a big enough delta to offer the
+directional exposure Mick desires. The delta can change, but gamma
+ensures that it always changes in Mick’s favor. Exhibit 4.15 shows how the
+value of the 35 put changes with the stock price.
+EXHIBIT 4.15 Disney 35 put price–time matrix–value.