The pricing model does not change. A call is a call, the greeks behave as they always do, and a spread is the same construction. What changes is the environment the position lives in, and the differences are large enough to matter more than the similarities.
The market does not close
Index options have a closing bell, an overnight gap and a defined session. Crypto options do not. There is no gap to hedge against because there is no gap; there is instead a continuous market including weekends, holidays and the hours when almost nobody is trading.
This changes hedging fundamentally. A dealer hedges continuously rather than in bursts around the open and close, and the characteristic intraday patterns of index markets simply do not exist.
Collateral is different
Many crypto options are margined in the underlying asset rather than in cash. That means the value of your collateral moves with the position, which introduces a coupling that cash-settled equity traders do not have to think about. A position that goes against you can be losing on both sides at once.
The volatility surface behaves differently
Equity index skew is shaped by persistent demand for downside protection. Crypto surfaces frequently show demand on the upside instead, because a substantial part of the participant base is positioning for large upward moves rather than hedging against declines.
Assuming index-shaped skew in a market that does not have it will misprice everything you look at.
Liquidity is concentrated and thin
One venue carries most of the book, and outside a handful of expiries and strikes it is much thinner than an index chain. Wide spreads on anything away from the money are normal, and they are a real cost rather than a temporary condition to wait out.