fix(options): discount zero-volatility forward value

[pengpengyi92]

Summary

• Price European options with T > 0 and sigma <= 0 at discounted forward intrinsic value instead of immediate spot intrinsic value.
• Return delta, theta, and rho from the same deterministic forward state; gamma and vega remain zero.
• Add regression coverage for exercise-state changes, put-call parity, and call/put sensitivities.

Why

With zero volatility and time remaining, the terminal spot is deterministic: S_T = S * exp((r - q)T). The current shared pricing primitive groups that case with expiry and returns immediate intrinsic value. That can misprice both the amount and the exercise side, and it violates discounted put-call parity.

For example, S=100, K=102, T=1, r=5%, q=2%, sigma=0 is spot-OTM but deterministic-forward-ITM for the call. The current branch prices the call at zero and the put at 2; the corrected branch prices discounted forward intrinsic instead.

Changes

• Separate expiry/non-positive spot or strike handling from the zero-volatility path.
• Reuse discounted spot and strike values for deterministic pricing.
• Derive zero-volatility delta, theta, and rho from the active discounted-forward payoff.
• Keep public signatures and normal positive-volatility behavior unchanged.

Out of scope: implied-volatility solver policy, live trading, broker connectors, MCP, network behavior, secrets, and deployment.

Test Plan

• Full non-E2E suite: attempted locally, but collection is blocked by missing optional fastmcp, yfinance, and ccxt dependencies (48 collection errors before test execution).
• pytest agent/tests/quantlib/test_options.py agent/tests/test_options_pricing_degenerate.py agent/tests/test_options_bs_nonpositive_strike.py agent/tests/test_options_portfolio_correctness.py -q — 156 passed.
• pytest agent/tests/quantlib -q — 994 passed, 61 skipped.
• ruff check agent/src/quantlib/options.py agent/tests/quantlib/test_options.py — clean.
• New regression tests added.

Risk and Rollback

The change is confined to the shared Black-Scholes primitive and its tests. It does not touch protected agent/session/provider areas or any order, broker, credential, network, or deployment path. A single-commit revert restores previous behavior.

Checklist

• No changes to protected areas (src/agent/, src/session/, src/providers/) without prior discussion
• No hardcoded values (API keys, file paths, magic numbers)
• Code follows CONTRIBUTING.md guidelines
• Documentation updated for the corrected degenerate-input contract