Add training workflow, datasets, and runbook

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+O,apter 1: Definitions 7 
+the last trading day; the holder does not have to wait until the expiration date 
+itself before exercising. (Note: Some options, called "European" exercise 
+options, can be exercised only on their expiration date and not before - but they 
+are generally not stock options.) These exercise notices are irrevocable; once 
+generated, they cannot be recalled. In practical terms, they are processed only 
+once a day, after the market closes. Whenever a holder exercises an option, 
+somewhere a writer is assigned the obligation to fulfill the terms of the option 
+contract: Thus, if a call holder exercises the right to buy, a call writer is assigned 
+the obligation to sell; conversely, if a put holder exercises the right to sell, a put 
+writer is assigned the obligation to buy. A more detailed description of the exer­
+cise and assignment of call options follows later in this chapter; put option exer­
+cise and assignment are discussed later in the book. 
+RELATIONSHIP OF THE OPTION PRICE AND STOCK PRICE 
+In- and Out-of-the-Money. Certain terms describe the relationship between 
+the stock price and the option's striking price. A call option is said to be out-of-the­
+money if the stock is selling below the striking price of the option. A call option is in­
+the-money if the stock price is above the striking price of the option. (Put options 
+work in a converse manner, which is described later.) 
+Example: XYZ stock is trading at $47 per share. The XYZ July 50 call option is out­
+of-the-money, just like the XYZ October 50 call and the XYZ July 60 call. However, 
+the XYZ July 45 call, XYZ October 40, and XYZ January 35 are in-the-money. 
+The intrinsic value of an in-the-money call is the amount by which the stock 
+price exceeds the striking price. If the call is out-of-the-money, its intrinsic value is 
+zero. The price that an option sells for is commonly referred to as the premium. The 
+premium is distinctly different from the time value premium ( called time premium, 
+for short), which is the amount by which the option premium itself exceeds its intrin­
+sic value. The time value premium is quickly computed by the following formula for 
+an in-the-money call option: 
+Call time value premium = Call option price + Striking price - Stock price 
+Example: XYZ is trading at 48, and XYZ July 45 call is at 4. The premium - the total 
+price - of the option is 4. With XYZ at 48 and the striking price of the option at 45, 
+the in-the-money amount (or intrinsic value) is 3 points (48-45), and the time value 
+isl(4-3).