Add training workflow, datasets, and runbook

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+734 Part VI: Measuring and Trading Volatillty 
+Opt price = f(Stock price, Strike price, Time, Risk-free rate, Volatility, Dividends) 
+Furthermore, suppose that one knows the following information: 
+XYZ price: 52 
+April 50 call price: 6 
+Time remaining to April expiration: 36 days 
+Dividends: $0.00 
+Risk-free interest rate: 5% 
+This information, which is available for every option at any time, simply from an 
+option quote, gives us everything except the implied volatility. So what volatility 
+would one have to plug in the Black-Scholes model ( or whatever model one is using) 
+to make the model give the answer 6 (the current price of the option)? That is, what 
+volatility is necessary to solve the equation? 
+6 = f(52, 50, 36 days, 5%, Volatility, $0.00) 
+Whatever volatility is necessary to make the model yield the current market price (6) 
+as its value, is the implied volatility for the XYZ April 50 call. In this case, if you're 
+interested, the implied volatility is 75.4%. The actual process of determining implied 
+volatility is an iterative one. There is no formula, per se. Rather, one keeps trying var­
+ious volatility estimates in the model until the answer is close enough to the market 
+value. 
+THE VOLATILITY OF VOLATILITY 
+In order to discuss the implied volatility of a particular entity - stock, index, or 
+futures contract one generally refers to the implied volatility of individual options 
+or perhaps the composite implied volatility of the entire option series. This is gener­
+ally good enough for strategic comparisons. However, it turns out that there might be 
+other ways to consider looking at implied volatility. In paiticular, one might want to 
+consider how wide the range of implied volatility is - that is, how volatile the indi­
+vidual implied volatility numbers are. 
+It is often conventional to talk about the percentile of implied volatility. That is 
+a way to rank the current implied volatility reading with past readings for the same 
+underlying instrument. 
+However, a fairly important ingredient is missing when percentiles are involved. 
+One can't really tell if "cheap" options are cheap as a practical matter. That's because 
+one doesn't know how tightly packed together the past implied volatility readings are. 
+For example, if one were to discover that the entire past range of implied volatility 
+for XYZ stretched only from 39% to 45%, then a current reading of 40%, while low,