Add training workflow, datasets, and runbook

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+short call is ITM, with a −1.00 delta. If the stock is above the upper
+breakeven of $76 (the call strike plus the premium), the trade is a loser. The
+higher the stock, the bigger the loss.
+Intuitively, the signs of the greeks of this strangle should be similar to
+those of a short straddle—negative gamma and vega, positive theta. That
+means that increased realized volatility hurts. Rising IV hurts. And time
+heals all wounds—unless, of course, the wounds caused by gamma are
+greater than the net premium received.
+This brings us to an important philosophical perspective that emphasizes
+the differences between long straddles and strangles and their short
+counterparts. Losses from rising vega are temporary; the time value of all
+options will be zero at expiration. But gamma losses can be permanent and
+profound. These short strategies have limited profit potential and unlimited
+loss potential. Although short-term profits (or losses) can result from IV
+changes, the real goal here is to capture theta.