docs(futures): CME coverage is 20 contracts across six complexes

Verified every root against live production rather than against the
multiplier table. Three roots the earlier draft claimed do not serve
usable analytics and are removed: ETH=F returns an option chain whose
strikes are two orders of magnitude below the underlying (max pain 20
against a 1,894 future), and ZL=F/ZM=F enumerate expiries but produce
no ATM IV on any of them. Energy (CL, NG) was missing from the list and
does work, so it is added.

Also records the quote conventions that matter for anyone computing
notionals: Treasuries are quoted in points of par and grains in cents,
so their multipliers are the contract size divided by 100.

Author: tdobrowolski1

README.md

@@ -101,17 +101,17 @@ Tier requirements for every endpoint live in [endpoint_tiers.yaml](endpoint_tier
 full request/response shapes are documented at the
 [FlashAlpha API reference](https://lab.flashalpha.com/llms.txt).
 
-## Futures (CME equity-index)
+## Futures (CME)
 
-Recipes can target **CME equity-index futures** — **`ES=F`** (E-mini S&P 500) and **`NQ=F`** (E-mini Nasdaq-100) — through the same endpoints as equities. Options-on-futures are priced with **Black-76** (forward-priced) using the correct CME contract multipliers. Everything that works for an equity works for futures: gamma exposure (GEX), DEX, VEX, CHEX, key levels, max pain, the IV surface, exposure summary, narrative, and live flow.
+FlashAlpha serves the full options-analytics stack for **CME futures** across six complexes - equity index (`ES=F`, `NQ=F`, `RTY=F`, `YM=F`, `MES=F`, `MNQ=F`), metals (`GC=F` gold, `SI=F` silver), energy (`CL=F` crude oil, `NG=F` natural gas), the Treasury curve (`ZT=F`, `ZF=F`, `ZN=F`, `TN=F`, `ZB=F`, `UB=F`), grains (`ZC=F` corn, `ZS=F` soybeans, `ZW=F` wheat) and crypto (`BTC=F` bitcoin). Options-on-futures are priced with **Black-76** (forward-priced) and each root carries its own CME contract multiplier, so notionals and dollar gamma are in real dollars. Note the quote conventions: Treasuries are quoted in points of par and grains in cents, so their multipliers are the contract size divided by 100. Everything that works for an equity works for futures: gamma exposure (GEX), DEX, VEX, CHEX, key levels, max pain, the IV surface, exposure summary, narrative, and live flow.
 
 ```bash
 # Gamma exposure for the E-mini S&P 500 future (note the %3D-encoded '=')
 curl -H "X-Api-Key: $FLASHALPHA_API_KEY" \
   "https://lab.flashalpha.com/v1/exposure/gex/ES%3DF"
 ```
 
-Use the `=F` suffix — bare `ES`/`NQ` are equities, not futures. In raw REST paths URL-encode the `=` as `%3D` (e.g. `GET /v1/exposure/gex/ES%3DF`); the `flashalpha` SDK methods take the plain string `"ES=F"`. Historical replay for futures is coming; live analytics are available now.
+Use the `=F` suffix - bare `ES`/`NQ` are equities, not futures. In raw REST paths URL-encode the `=` as `%3D` (e.g. `GET /v1/exposure/gex/GC%3DF`); SDK methods take the plain string `"GC=F"`. Futures symbols require the Growth plan or higher. Historical replay for futures is coming; live analytics are available now.
 
 ## License