Delta, gamma, theta, vega and rho each answer one question: how does this position change if one input changes and everything else stays still. The general definitions are in the Greeks explained.
The limitation is built into the definition. They are accurate for a small move and progressively wrong for a large one — which is precisely the move that matters.
Where crypto stretches them
Delta is quoted against the coin, so on a coin-settled contract the same delta is a different dollar exposure than on a linear one. A panel that does not say which contract it is describing is ambiguous by construction.
Gamma matters more, because the underlying moves more. A delta that is accurate for a one percent move is a weak guide to an asset that regularly moves several — the estimate degrades faster here than in equities.
Theta is continuous, with no weekend discontinuity to allow for — theta in a market that never closes.
Rho is close to irrelevant on short-dated crypto contracts, and it is the one people ignore correctly.
The panel is a snapshot of a moving thing
Every Greek changes as spot, volatility and time change. Gamma is itself the rate at which delta changes, so a large move invalidates the delta the panel just showed you — which is the whole reason gamma is worth reading at all.
For a dealer this is the job: re-hedging as the Greeks move is what generates the flow a dealer map reads.
The useful habit
Read the panel for the shape of the exposure rather than for precise numbers, and re-price the position at two or three candidate spot levels instead of extrapolating from delta. That is a minute of work and it replaces an estimate that was only ever valid where you already are.