feat: add derivative spread research

[felipecsl]

Context

Issue #47 replaces raw chain scripts and hand-calculated vertical economics with broker-neutral, read-only application services and cohesive CLI namespaces.

What changed

• adds option resolve and option chain with exact asset/trading-class/exchange identity
• adds spread quote for call/put debit and credit verticals
• computes multiplier- and quantity-aware natural/midpoint/limit scenarios, max profit/loss, breakeven, return on risk, net delta, and expiration payoff tables
• labels all leg-derived spread prices synthetic rather than combo NBBOs
• includes quote freshness/data availability and honest nullable Greeks/activity
• preserves existing Schwab top-level option-chain behavior
• consumes @huskly/ibkr-client@^0.9.0

Grounding

Tests use captured NQ QN3 leg quotes (multiplier 20) and NDXP-style multiplier 100 fixtures, including the 26600/26400 put-credit spread economics.

Validation

• yarn run check
• yarn build
• 9 test files passed

Closes #47