Add Greeks.GetSafeTheta to prevent decimal overflow

Common/Data/Market/Greeks.cs

@@ -13,6 +13,7 @@
  * limitations under the License.
 */
 
+using System;
 using QuantConnect.Python;
 
 namespace QuantConnect.Data.Market
@@ -111,6 +112,24 @@ public virtual decimal ThetaPerDay
             set { Theta = value * 365m; }
         }
 
+        /// <summary>
+        /// Calculates the annualized theta value based on a daily theta input.
+        /// </summary>
+        /// <param name="thetaPerDay">The theta value per day to be annualized.</param>
+        /// <returns>The annualized theta value, calculated as the daily theta multiplied by 365. Returns decimal.MaxValue or
+        /// decimal.MinValue if the result overflows.</returns>
+        public static decimal GetSafeTheta(decimal thetaPerDay)
+        {
+            try
+            {
+                return thetaPerDay * 365m;
+            }
+            catch (OverflowException)
+            {
+                return thetaPerDay < 0 ? decimal.MinValue : decimal.MaxValue;
+            }
+        }
+
         /// <summary>
         /// Initializes a new instance of the <see cref="Greeks"/> class.
         /// </summary>

Common/Data/UniverseSelection/OptionUniverse.cs

@@ -257,7 +257,7 @@ private class PreCalculatedGreeks : Greeks
 
             public override decimal Vega => _csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 2);
 
-            public override decimal Theta => _csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 3) * 365m;
+            public override decimal Theta => GetSafeTheta(_csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 3));
 
             public override decimal Rho => _csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 4);
 

Indicators/GreeksIndicators.cs

@@ -78,18 +78,7 @@ public Greeks Greeks
         {
             get
             {
-                var theta = 0m;
-                var thetaPerDay = ThetaPerDay.Current.Value;
-                try
-                {
-                    theta = thetaPerDay * 365m;
-                }
-                catch (OverflowException)
-                {
-                    theta = thetaPerDay < 0 ? decimal.MinValue : decimal.MaxValue;
-                }
-
-                return new Greeks(Delta, Gamma, Vega, theta, Rho, 0m);
+                return new Greeks(Delta, Gamma, Vega, Greeks.GetSafeTheta(ThetaPerDay.Current.Value), Rho, 0m);
             }
         }