We consider the well known problem of computing stock price Greeks of financial options within the traditional binomial model of Cox, Ross, and Rubinstein (1979) (CRR). Usually, stock price Greeks are computed using an extended tree as proposed by Hull (1993). According to numerical results illustrated in this work, contrarily to the common belief, there is no evidence of the superiority of the extended tree based algorithm over the standard one in computing option delta and gamma.