Add training workflow, datasets, and runbook

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+152  •   The Intelligent Option Investor
+move randomly, which the BSM does—is the price level at which there is 
+an equal chance of the actual future stock price to be above or below. In 
+other words, the 50-delta mark represents the forward price of a stock in 
+our BSM cones.
+Recall now also that each line demarcating the cone represents roughly a 
+16 percent probability of the stock reaching that price at a particular time in the 
+future. This means that if we find the call strike prices that have deltas closest to 
+0.16 and 0.84 (= 1.00 − 0.16) or the put strike prices that have deltas closest to 
+−0.84 and −0.16 for each expiration, we can sketch out the BSM cone at points 
+in the future (the data I used to derive this graph are listed in tabular format at 
+the end of this section).
+6/21/201612/24/20156/27/201512/29/20147/2/20141/3/20147/7/20131/8/20137/12/2012
+Date
+Oracle (ORCL)
+Price per Share
+45
+40
+35
+30
+25
+20
+5
+10
+15
+-
+Obviously, the bottom range looks completely distended compared 
+with the nice, smooth BSM cone shown in earlier chapters. This dis-
+tension is simply another way of viewing the volatility smile. Like the 
+volatility smile, the distended BSM cone represents an attempt by partici-
+pants in the options market to make the BSM more usable in real situa-
+tions, where stocks really can and do fall heavily even though the efficient 
+market hypothesis (EMH) says that they should not. The shape is saying,