Step 1: Expand near zero:
Near $x = 0$, $y$ is small, so $e^{xy} \approx 1$ and the equation reads $x \approx y + x^2$, giving $y \approx x$.
Step 2: Slope:
So $\frac{dy}{dx}$ at $0$ is $1$, in agreement with the exact differentiation.
Final Answer:
The value is $1$, option (B).
\[ \boxed{1} \]