ROME—Italy ordered two Russian Embassy officials expelled Wednesday and arrested an Italian Navy captain on spying charges after police caught the officer allegedly giving classified documents to one of the Russians in exchange for money. Foreign Minister Luigi Di Maio told a joint session of the Italian Parliament’s foreign relations committees that the documentation concerned NATO information and that the incident was a “hostile act of extreme gravity.” “It is not just our security at risk, but that of the entire NATO (alliance), and we cannot accept this,” he told lawmakers. The Foreign Ministry said it summoned Russian Ambassador Sergey Razov to protest the “grave incident” after a sting operation on the outskirts of Rome allegedly caught the Italian and one of the Russians in a “clandestine operation” to exchange the documents for cash late Tuesday. Italy’s Carabinieri paramilitary police said the Italian frigate captain had been arrested. The Russian …