Add training workflow, datasets, and runbook

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+Chapter 3
+The InTellIgenT 
+InvesTor’s guIde To 
+opTIon prIcIng
+By the end of this chapter, you should understand how changes in the follow-
+ing Black-Scholes-Merton model (BSM) drivers affect the price of an option:
+1. Moneyness
+2. Forward volatility
+3. Time to expiration
+4. Interest rates and dividend yields
+Y ou will also learn about the three measures of volatility—forward, im-
+plied, and statistical. Y ou will also understand what drivers affect option 
+prices the most and how simultaneous changes to more than one variable 
+may work for or against an option investment position.
+In this chapter and throughout this book in general, we will not try to 
+figure out a precise value for any options but just learn to realize when an op-
+tion is clearly too expensive or too cheap vis-à-vis our rational expectations 
+for a fair value of the underlying stock. As such, we will discuss pricing in 
+general terms; for example, “This option will be much more expensive than 
+that one. ” This generality frees us from the computational difficulties that 
+come about when one tries to calculate too precise a price for a given op-
+tion. The BSM is designed to give a precise answer, but for investing, simply 
+knowing that the price of some security is significantly different from what 
+it should be is enough to give one an investing edge.