"""
Options pricing models for cryptocurrency derivatives.

Implements:
- Black-Scholes-Merton: European options, Greeks
- Implied volatility: Newton-Raphson solver
- Local volatility: Dupire equation

Crypto adaptations:
- Staking yield adjustment (ETH: 3-5% annually)
- High vol ranges: 20%-150% vs equity 15%-25%
- Deribit DVOL: 40-65% typical, >100% in stress
"""

from .black_scholes import BSMPricer, BSMGreeks

__all__ = ["BSMPricer", "BSMGreeks"]