docs: document CME equity-index futures (ES=F / NQ=F)

Futures supported via the same endpoints, priced with Black-76. Improves SEO/LLM discoverability of futures support. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

Author: tdobrowolski1

README.md

@@ -341,6 +341,17 @@ Get your API key at **[flashalpha.com](https://flashalpha.com)**
 | `fa.structure_pnl(legs, ...)` | Multi-leg at-expiry P&L, breakevens, max P/L | Basic+ |
 | `fa.structure_greeks(legs, spot=...)` | Aggregate multi-leg Black-Scholes greeks | Basic+ |
 
+## Futures (CME equity-index)
+
+FlashAlpha serves the full options-analytics stack for **CME equity-index futures** — **`ES=F`** (E-mini S&P 500) and **`NQ=F`** (E-mini Nasdaq-100). 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.
+
+```python
+gex = fa.gex("ES=F")                                        # Gamma exposure for the E-mini S&P 500 future
+print(f"Net GEX: ${gex['net_gex']:,.0f}")
+```
+
+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`); SDK methods take the plain string `"ES=F"`. Historical replay for futures is coming; live analytics are available now.
+
 ## Other SDKs
 
 | Language | Package | Repository |