OptionGreekIndicatorsHelper Handles Extreme Cases

[AlexCatarino]

Expected Behavior

Methods in OptionGreekIndicatorsHelper don't throw exceptions.

Actual Behavior

2024-05-06T17:39:56.3635659Z ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at 11/17/2022 14:31:00 UTC. Context: Consolidators update System.OverflowException: Value was either too large or too small for a Decimal.
   at System.Number.ThrowOverflowException(TypeCode type)
   at System.Decimal.DecCalc.VarDecFromR8(Double input, DecCalc& result)
   at QuantConnect.Indicators.OptionGreekIndicatorsHelper.CalculateD1(Decimal spotPrice, Decimal strikePrice, Decimal timeToExpiration, Decimal riskFreeRate, Decimal dividendYield, Decimal volatility) in /Indicators/OptionGreekIndicatorsHelper.cs:line 60
   at QuantConnect.Indicators.Delta.CalculateGreek(Decimal timeTillExpiry) in /Indicators/Delta.cs:line 187

Potential Solution

Catch the exception and return zero/null.

Reproducing the Problem

Uncomment line 19 in the following backest:
https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_12c64efdee07683a80517154b4a6d52e.html

Checklist

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