diff --git a/app/core/calculations.py b/app/core/calculations.py
index bc6b772..da1286b 100644
--- a/app/core/calculations.py
+++ b/app/core/calculations.py
@@ -2,11 +2,13 @@ from __future__ import annotations
 
 from collections.abc import Iterable, Mapping
 from datetime import date, datetime
+from typing import cast
 
 from app.core.pricing.black_scholes import (
     DEFAULT_RISK_FREE_RATE,
     DEFAULT_VOLATILITY,
     BlackScholesInputs,
+    OptionType,
     black_scholes_price_and_greeks,
 )
 from app.models.option import OptionContract
@@ -124,10 +126,8 @@ def option_row_greeks(
     if underlying_price <= 0:
         return dict(_ZERO_GREEKS)
 
-    try:
-        strike = float(row.get("strike", 0.0))
-    except (TypeError, ValueError):
-        return dict(_ZERO_GREEKS)
+    strike_raw = row.get("strike", 0.0)
+    strike = float(strike_raw) if isinstance(strike_raw, (int, float)) else 0.0
     if strike <= 0:
         return dict(_ZERO_GREEKS)
 
@@ -149,12 +149,11 @@ def option_row_greeks(
     if days_to_expiry <= 0:
         return dict(_ZERO_GREEKS)
 
-    try:
-        implied_volatility = float(row.get("impliedVolatility", 0.0) or 0.0)
-    except (TypeError, ValueError):
-        implied_volatility = 0.0
+    iv_raw = row.get("impliedVolatility", 0.0) or 0.0
+    implied_volatility = float(iv_raw) if isinstance(iv_raw, (int, float)) else 0.0
     volatility = implied_volatility if implied_volatility > 0 else DEFAULT_VOLATILITY
 
+    option_type_typed: OptionType = cast(OptionType, option_type)
     try:
         pricing = black_scholes_price_and_greeks(
             BlackScholesInputs(
@@ -163,7 +162,7 @@ def option_row_greeks(
                 time_to_expiry=days_to_expiry / 365.0,
                 risk_free_rate=risk_free_rate,
                 volatility=volatility,
-                option_type=option_type,
+                option_type=option_type_typed,
                 valuation_date=valuation,
             )
         )