Add training workflow, datasets, and runbook

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+announcements, or the release of other news particular to an individual
+stock can cause anxiety, or fear, in traders and consequently increase
+demand for options that causes IV to rise. IV can fall when there is
+complacency in the market or when the anticipated news has been
+announced and anxiety wanes. “Buy the rumor, sell the news” is often
+reflected in option implied volatility. When there is little fear of market
+movement, traders use options to squeeze out more profits—greed.
+Arbitrageurs, such as market makers who trade delta neutral—a strategy
+that will be discussed further in Chapters 12 and 13—must be relentlessly
+conscious of implied volatility. When immediate directional risk is
+eliminated from a position, IV becomes the traded commodity. Arbitrageurs
+who focus their efforts on trading volatility (colloquially called vol traders )
+tend to think about bids and offers in terms of IV. In the mind of a vol
+trader, option prices are translated into volatility levels. A trader may look at
+a particular option and say it is 30 bid at 31 offer. These values do not
+represent the prices of the options but rather the corresponding implied
+volatilities. The meaning behind the trader’s remark is that the market is
+willing to buy implied volatility at 30 percent and sell it at 31 percent. The
+actual prices of the options themselves are much less relevant to this type of
+trader.