Add training workflow, datasets, and runbook

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+premium. How fast can it go to zero without the movement hurting me? To
+determine this, the trader must study both theta and delta.
+The first step in the process is determining which month and strike call to
+sell. In this example, Harley-Davidson Motor Company (HOG) is trading at
+about $69 per share. A trader, Bill, is neutral to slightly bullish on Harley-
+Davidson over the next three months. Exhibit 5.7 shows a selection of
+available call options for Harley-Davidson with corresponding deltas and
+thetas.
+EXHIBIT 5.7 Harley-Davidson calls.
+In this example, the May 70 calls have 85 days until expiration and are
+2.80 bid. If Harley-Davidson remained at $69 until May expiration, the 2.80
+premium would represent a 4 percent profit over this 85-day period (2.80 ÷
+69). That’s an annualized return of about 17 percent ([0.04 / 85)] × 365).
+Bill considers his alternatives. He can sell the April (57-day) 70 calls at
+2.20 or the March (22-day) 70 calls at 0.85. Since there is a different
+number of days until expiration, Bill needs to compare the trades on an
+apples-to-apples basis. For this, he will look at theta and implied volatility.
+Presumably, the March call has a theta advantage over the longer-term
+choices. The March 70 has a theta of 0.032, while the April 70’s theta is
+0.026 and the May 70’s is 0.022. Based on his assessment of theta, Bill
+would have the inclination to sell the March. If he wants exposure for 90
+days, when the March 70 call expires, he can roll into the April 70 call and
+then the May 70 call (more on this in subsequent chapters). This way Bill
+can continue to capitalize on the nonlinear rate of decay through May.
+Next, Bill studies the IV term structure for the Harley-Davidson ATMs
+and finds the March has about a 19.2 percent IV, the April has a 23.3