Can't find "Encrypt" command in contextual menu
I am trying to encrypt a new USB thumb drive. I've done this before on my older MacBook. Now, all the replies all over the internet say right click on the drive and select the encrypt command. However, this command is missing. Is there a setting someplace I've missed or what? Can anyone help?
MacBook Pro (15-inch, 2017)
OS X Mojave 10.14.6
Thanks!
MacBook Pro 15", OS X 10.11