Add training workflow, datasets, and runbook

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+Implied Volatility
+Volatility is one of the six inputs of an option-pricing model. Some of the
+other inputs—strike price, stock price, the number of days until expiration,
+and the current interest rate—are easily observable. Past dividend policy
+allows an educated guess as to what the dividend input should be. But
+where can volatility be found?
+As discussed in Chapter 2, the output of the pricing model—the option’s
+theoretical value—in practice is not necessarily an output at all. When
+option traders use the pricing model, they commonly substitute the actual
+price at which the option is trading for the theoretical value. A value in the
+middle of the bid-ask spread is often used. The pricing model can be
+considered to be a complex algebra equation in which any variable can be
+solved for. If the theoretical value is known—which it is—it along with the
+five known inputs can be combined to solve for the unknown volatility.
+Implied volatility (IV) is the volatility input in a pricing model that, in
+conjunction with the other inputs, returns the theoretical value of an option
+matching the market price.
+For a specific stock price, a given implied volatility will yield a unique
+option value. Take a stock trading at $44.22 that has the 60-day 45-strike
+call at a theoretical value of $1.10 with an 18 percent implied volatility
+level. If the stock price remains constant, but IV rises to 19 percent, the
+value of the call will rise by its vega, which in this case is about 0.07. The
+new value of the call will be $1.17. Raising IV another point, to 20 percent,
+raises the theoretical value by another $0.07, to $1.24. The question is:
+What would cause implied volatility to change?