Add training workflow, datasets, and runbook

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+Long Strangle
+Definition : Buying one call and one put in the same option class, in the
+same expiration cycle, but with different strike prices. Typical long
+strangles involve an OTM call and an OTM put. A strangle in which an
+ITM call and an ITM put are purchased is called a long guts strangle.
+A long strangle is similar to a long straddle in many ways. They both
+require buying a call and a put on the same class in the same expiration
+month. They are both buying volatility. There are, however, some functional
+differences. These differences stem from the fact that the options have
+different strike prices.
+Because there is distance between the strike prices, from an at-expiration
+perspective, the underlying must move more for the trade to show a profit.
+Exhibit 15.8 illustrates the payout of options as part of a long strangle on
+a $70 stock. The graph is much like that of Exhibit 15.1 , which shows the
+payout of a long straddle. But the net cost here is only 1.00, compared with
+4.25 for the straddle with the same time and volatility inputs. The cost is
+lower because this trade consists of OTM options instead of ATM options.
+The breakdown is as follows: