feat: add full derivatives analytics layer (options + futures)

Implements all phases of the derivatives expansion plan:

Rust core (crates/ferro_ta_core/src/options/, src/futures/):
- BSM and Black-76 pricing (scalar + vectorized batch)
- Greeks: delta, gamma, vega, theta, rho
- Implied volatility solver (Newton + bisection fallback)
- Smile/skew metrics: ATM IV, 25-delta RR/BF, skew slope, convexity
- Chain helpers: moneyness labels, strike selection by offset or delta
- Synthetic forwards, basis, annualized basis, implied carry, carry spread
- Continuous contract stitching: weighted, back-adjusted, ratio-adjusted
- Curve analytics: calendar spreads, slope, contango/backwardation summary

PyO3 bindings (src/options/, src/futures/):
- All Rust functions registered and exposed via _ferro_ta extension

Python API (python/ferro_ta/analysis/):
- options.py: pricing, greeks, IV, smile, chain, legacy iv_rank/percentile/zscore
- futures.py: basis, carry, curve, roll, synthetic, continuous contracts
- options_strategy.py: typed strategy schemas (expiry/strike selectors, leg presets, risk controls, simulation limits)
- derivatives_payoff.py: multi-leg payoff aggregation and Greeks aggregation

Bug fix: wrap _to_f64 calls in iv_rank/iv_percentile/iv_zscore to raise
FerroTAInputError (not plain ValueError) for 2D array input.

Docs: derivatives.rst, derivatives-analytics.md, options-volatility.md,
quickstart.rst, index.rst, api/analysis.rst all updated.

Tests: 2053 pass, 12 skipped. All CI checks pass locally.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

docs/derivatives.rst

@@ -0,0 +1,126 @@
+Derivatives Analytics
+=====================
+
+``ferro-ta`` includes a Rust-backed derivatives layer for analytics, research,
+and simulation workflows. The implementation is analytics-only: there is no
+broker connectivity, order routing, or execution engine in this package.
+
+What Is Included
+----------------
+
+Options analytics
+~~~~~~~~~~~~~~~~~
+
+- Rolling IV helpers: ``iv_rank``, ``iv_percentile``, ``iv_zscore``
+- Black-Scholes-Merton pricing
+- Black-76 pricing
+- Greeks: delta, gamma, vega, theta, rho
+- Implied volatility inversion
+- Smile metrics: ATM IV, 25-delta risk reversal, butterfly, skew slope, convexity
+- Chain helpers: moneyness labels and strike selection by offset or delta
+
+Futures analytics
+~~~~~~~~~~~~~~~~~
+
+- Synthetic forwards and parity diagnostics
+- Basis, annualized basis, implied carry, carry spread
+- Continuous contract stitching: weighted, back-adjusted, ratio-adjusted
+- Curve analytics: calendar spreads, slope, contango/backwardation summary
+
+Strategy and payoff helpers
+~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+- Typed strategy schemas for expiry selectors, strike selectors, leg presets,
+  risk controls, and simulation limits
+- Multi-leg payoff aggregation
+- Greeks aggregation across option and futures legs
+
+Conventions
+-----------
+
+- ``model="bsm"`` expects spot as the underlying input.
+- ``model="black76"`` expects forward as the underlying input.
+- Volatility uses decimal annualized units: ``0.20`` means 20%.
+- Rates and carry use decimal annualized units: ``0.05`` means 5%.
+- ``time_to_expiry`` is expressed in years.
+
+Options Example
+---------------
+
+.. code-block:: python
+
+   from ferro_ta.analysis.options import greeks, implied_volatility, option_price
+
+   price = option_price(
+       100.0,
+       100.0,
+       0.05,
+       1.0,
+       0.20,
+       option_type="call",
+       model="bsm",
+   )
+   iv = implied_volatility(
+       price,
+       100.0,
+       100.0,
+       0.05,
+       1.0,
+       option_type="call",
+       model="bsm",
+   )
+   g = greeks(
+       100.0,
+       100.0,
+       0.05,
+       1.0,
+       0.20,
+       option_type="call",
+       model="bsm",
+   )
+
+Futures Example
+---------------
+
+.. code-block:: python
+
+   from ferro_ta.analysis.futures import basis, curve_summary, synthetic_forward
+
+   front_basis = basis(100.0, 103.0)
+   synthetic = synthetic_forward(8.0, 5.0, 100.0, 0.02, 0.5)
+   curve = curve_summary(100.0, [0.1, 0.5, 1.0], [101.0, 102.0, 104.0])
+
+Strategy and Payoff Example
+---------------------------
+
+.. code-block:: python
+
+   from ferro_ta.analysis.derivatives_payoff import PayoffLeg, aggregate_greeks, strategy_payoff
+
+   legs = [
+       PayoffLeg(
+           instrument="option",
+           side="long",
+           option_type="call",
+           strike=100.0,
+           premium=5.0,
+           volatility=0.20,
+           time_to_expiry=0.5,
+       ),
+       PayoffLeg(
+           instrument="future",
+           side="long",
+           entry_price=100.0,
+       ),
+   ]
+
+   payoff = strategy_payoff([90.0, 100.0, 110.0], legs=legs)
+   portfolio_greeks = aggregate_greeks(100.0, legs=legs)
+
+Related Modules
+---------------
+
+- :mod:`ferro_ta.analysis.options`
+- :mod:`ferro_ta.analysis.futures`
+- :mod:`ferro_ta.analysis.options_strategy`
+- :mod:`ferro_ta.analysis.derivatives_payoff`