Add training workflow, datasets, and runbook

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+Example: The following prices exist: 
+XYZ common, 49; 
+XYZ April 50 call, 3; and 
+XYZ April 35 call, 14. 
+Part II: Call Option Strategies 
+Since the deeply in-the-money call has no time premium, its purchase will perform 
+much like the purchase of the stock until April expiration. Table 7-4 summarizes the 
+profit potential from the covered write or the bull spread. The profit potentials are 
+the same from a cash covered write or the bull spread. Both would yield a $400 prof­
+it before commissions if XYZ were above 50 at April expiration. However, since the 
+bull spread requires a much smaller investment, the spreader could put $3,500 into 
+interest-bearing securities. This interest could be considered the equivalent of 
+receiving the dividends on the stock. In any case, the spreader can lose only $1,100, 
+even if the stock declines substantially. The covered writer could have a larger unre­
+alized loss than that if XYZ were below 35 at expiration. Also, in the bull spread sit­
+uation, the writer can "roll down" the April 50 call if the stock declines in price, just 
+as he might do in a covered writing situation. 
+TABLE 7-4. 
+Results for covered write and bull spread compared. 
+Maximum profit potential 
+(stock over 50 in April) 
+Break-even point 
+Investment 
+Covered Write: 
+Buy XYZ and Sell 
+April 50 Coll 
+$ 400 
+46 
+$4,600 
+Bull Spread: 
+Buy XYZ April 35 Call and 
+Sell April 50 Coll 
+$ 400 
+46 
+$1,100 
+Thus, the bull spread offers the same dollar rewards, the same break-even 
+point, smaller commission costs, less potential risk, and interest income from the 
+fixed-income portion of the investment. While it is not always possible to find a 
+deeply in-the-money call to use as a "substitute" for buying the stock, when one does 
+exist, the strategist should consider using the bull spread instead of the covered write.