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/quickstart.rst

@@ -101,3 +101,19 @@ Extended Indicators
 
    # Pivot Points
    pivot, r1, s1, r2, s2 = PIVOT_POINTS(high, low, close, method="classic")
+
+Derivatives Analytics
+---------------------
+
+.. code-block:: python
+
+   from ferro_ta.analysis.options import greeks, option_price
+   from ferro_ta.analysis.futures import basis
+
+   call_price = option_price(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
+   call_greeks = greeks(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
+   front_basis = basis(100.0, 103.0)
+
+See :doc:`derivatives` for the full analytics surface, including implied
+volatility inversion, smile metrics, strike selection, futures curve tools,
+strategy schemas, and multi-leg payoff helpers.