v1.1.3

Added

• Stock instrument (instrument="stock") in PayoffLeg and StrategyLeg
  for modelling equity-holding strategies (Covered Call, Protective Put, Collar,
  Covered Strangle, Stock + Spread). Linear payoff identical to futures.
  Exposed in all three layers: Rust core, Python, and WASM.
• Extended Greeks (extended_greeks): closed-form vanna (∂Δ/∂σ), volga
  (∂²V/∂σ²), charm (∂Δ/∂t), speed (∂Γ/∂S), and color (∂Γ/∂t) for BSM.
  Batch vectorisation supported.
• Digital options (digital_option_price, digital_option_greeks):
  cash-or-nothing and asset-or-nothing pricing (BSM closed-form) plus
  numerical delta / gamma / vega. Scalar and batch variants.
• American options (american_option_price, early_exercise_premium):
  Barone-Adesi-Whaley (1987) quadratic approximation — O(1) per evaluation.
  Scalar and batch variants.
• Historical volatility estimators (all rolling, annualised): close-to-close,
  Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang. Yang-Zhang is
  ~14× more efficient than close-to-close and handles overnight gaps.
• Volatility cone (vol_cone): min / p25 / median / p75 / max distribution
  of realised vol across user-specified window lengths — contextualises current
  IV against historical norms.
• strategy_value: pre-expiry BSM mid-price value of a multi-leg strategy
  over a spot grid (time value included), complementing strategy_payoff
  (expiry intrinsic).
• expected_move: log-normal ±1σ expected price range over N days.
• put_call_parity_deviation: detects stale quotes or data errors by
  computing C − P − (S·e^{−qT} − K·e^{−rT}).
• All new analytics exposed to WASM (wasm/src/lib.rs):
  extended_greeks, digital_price, digital_greeks, american_price,
  early_exercise_premium, close_to_close_vol, parkinson_vol,
  garman_klass_vol, rogers_satchell_vol, yang_zhang_vol, vol_cone,
  expected_move, put_call_parity_deviation, strategy_payoff_dense,
  aggregate_greeks_dense, strategy_value_grid.
• aggregate_greeks_dense added to ferro_ta_core::options::payoff (pure
  Rust, no PyO3/numpy dependency) enabling WASM reuse.
• Comprehensive docstrings (NumPy style with Parameters / Returns / Notes /
  Examples) on all new Python functions.
• Accuracy test suite tests/unit/test_derivatives_accuracy.py validates
  digital options, extended Greeks, American options, and vol estimators
  against scipy and analytical reference formulas.
• scipy added to dev optional dependencies for reference testing.

Changed

• StrategyLeg.expiry_selector, StrategyLeg.strike_selector, and
  StrategyLeg.option_type are now Optional (None allowed for stock legs).
  Existing option legs are unaffected.
• docs/derivatives-analytics.md rewritten to cover all new features with
  runnable examples and an efficiency comparison table for vol estimators.