[AlanBuildsAI]

Summary

Adds the first production-style options research layer to NeuroQuant without changing the existing equity research engine.

Included

• canonical option contract / quote / spread models
• dependency-free Black-Scholes-Merton pricing, Greeks and IV inversion
• historical option-chain CSV normalization
• NBBO-aware midpoint / realistic / conservative execution modes
• configurable commission, slippage and liquidity gates
• realized-volatility and IV/RV research features
• delta/DTE/width-based bull call spread selection
• event-driven bull call spread backtesting with defined exits
• shadow paper ledger for broker-vs-realistic fill reconciliation
• methodology documentation and focused tests

Research integrity

• observed historical quotes are required
• missing historical contracts/quotes are not fabricated
• midpoint is explicitly treated as optimistic
• selection is deterministic and only uses data available at the decision time
• live broker/API routing remains intentionally out of scope for v1

See docs/options_lab.md for the data contract, assumptions, limitations and next milestones.