Add training workflow, datasets, and runbook

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+Chapter 36: The Basics of Volatility Trading 745 
+A SUDDEN INCREASE IN OPTION VOLUME OR IMPLIED VOLATILITY 
+The symptoms of insider trading, as evidenced by a large increase in option trading 
+activity, can be recognized. Typically, the majority of the increased volume occurs in 
+the near-term option series, particularly the at-the-money strike and perhaps the next 
+strike out-of-the-money. The activity doesn't cease there, however. It propagates out 
+to other option series as market-makers (who by the nature of their job function are 
+short the near-term options that those with insider knowledge are buying) snap up 
+everything on the books that they can find. In addition, the market-makers may try 
+to entice others, perhaps institutions, to sell some expensive calls against a portion of 
+their institutional stock holdings. Activity of this sort should be a warning sign to the 
+volatility seller to stand aside in this situation. 
+Of course, on any given day there are many stocks whose options are extraordi­
+narily active, but the increase in activity doesn't have anything to do with insider trad­
+ing. This might include a large covered call write or maybe a large put purchase 
+established by an institution as a hedge against an existing stock position, or a rela­
+tively large conversion or reversal arbitrage established by an arbitrageur, or even a 
+large spread transaction initiated by a hedge fund. In any of these cases, option vol­
+ume would jump dramatically, but it wouldn't mean that anyone had inside knowl­
+edge about a forthcoming corporate event. Rather, the increases in option trading 
+volume as described in this paragraph are merely functions of the normal workings 
+of the marketplace. 
+What distinguishes these arbitrage and hedging activities from the machina­
+tions of insider trading is: (1) There is little propagation of option volume into other 
+series in the "benign" case, and (2) the stock price itself may languish. However, 
+when true insider activity is present, the market-makers react to the aggressive 
+nature of the call buying. These market-makers know they need to hedge themselves, 
+because they do not want to be short naked call options in case a takeover bid or 
+some other news spurs the stock dramatically higher. As mentioned earlier, they try 
+to buy up any other options offered in "the book," but there may not be many of 
+those. So, as a last result, the way they reduce their negative position delta is to buy 
+stock. Thus, if the options are active and expensive, and if the stock is rising too, you 
+probably have a reasonably good indication that "someone knows something." 
+However, if the options are expensive but none of the other factors are present, espe­
+cially if the stock is declining in price - then one might feel more comfortable with a 
+strategy of selling volatility in this case. 
+However, there is a case in which options might be the object of pursuit by 
+someone with insider knowledge, yet not be accompanied by heavy trading volume. 
+This situation could occur with illiquid options. In this case, a floor broker holding