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/performance.md

@@ -315,10 +315,12 @@ bottlenecks are fixed or deferred.
 - No fast path for already 2-D C-contiguous float64 in batch_sma/ema/rsi
   (unlike `_to_f64` for 1-D); could avoid a potential copy.
 
-**Options** (`python/ferro_ta/options.py`):
-- `iv_rank`, `iv_percentile`, and `iv_zscore` are vectorized now, but
-  `iv_percentile`/`iv_zscore` still spend meaningful time in NumPy window
-  materialization on very long series.
+**Derivatives analytics** (`python/ferro_ta/analysis/options.py`):
+- `iv_rank`, `iv_percentile`, and `iv_zscore` now delegate to Rust.
+- The Python layer mostly performs broadcasting and result shaping; the hot
+  path is in Rust.
+- Model-based implied-volatility inversion is much faster now, but still more
+  expensive than direct pricing or Greeks due to root-finding.
 
 **Features** (`python/ferro_ta/features.py`):
 - `nan_policy="fill"` is vectorized now.