Add training workflow, datasets, and runbook

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+Dynamic Inputs
+Option deltas are not constants. They are calculated from the dynamic
+inputs of the pricing model—stock price, time to expiration, volatility, and
+so on. When these variables change, the changes affect the delta. These
+changes can be mathematically quantified—they are systematic.
+Understanding these patterns and other quirks as to how delta behaves can
+help traders use this tool more effectively. Let’s discuss a few observations
+about the characteristics of delta.
+First, call and put deltas are closely related. Exhibit 2.2 is a partial option
+chain of 70-day calls and puts in Rambus Incorporated (RMBS). The stock
+was trading at $21.30 when this table was created. In Exhibit 2.2 , the 20
+calls have a 0.66 delta.
+EXHIBIT 2.2 RMBS Option chain with deltas.
+Notice the deltas of the put-call pairs in this exhibit. As a general rule, the
+absolute value of the call delta plus the absolute value of the put delta add
+up to close to 1.00. The reason for this has to do with a mathematical
+relationship called put-call parity, which is briefly discussed later in this
+chapter and described in detail in Chapter 6. But with equity options, the
+put-call pair doesn’t always add up to exactly 1.00.
+Sometimes the difference is simply due to rounding. But sometimes there
+are other reasons. For example, the 30-strike calls and puts in Exhibit 2.2
+have deltas of 0.14 and −0.89, respectively. The absolute values of the
+deltas add up to 1.03. Because of the possibility of early exercise of
+American options, the put delta is a bit higher than the call delta would