I have removable hard drive which I can't encrypt.
I'm following official guide, but there is simply no encryption option in the erase menu:
There should also be an option called "Mac OS Extended (Journaled, Encrypted)", but it is not in the list.
To be more specific I'm running the latest update of OS X High Sierra (10.13.1). The hard drive model is: Transcend StoreJet 25M3 2TB TS2TSJ25M3E.