It is in the eastern part of Europe, but it isn't classed as "Eastern Europe", as historically that is more of a political term than a geographic one.
Eastern Europe specifically means those countries, or parts of former countries, that were allied with the USSR and had Communist governments during the Cold War era. The relevance of the term has gradually faded since the Cold War ended.
Although geographically in the east, Greece was an ally of western European countries and the United States during the Cold War, so is not classed as part of this grouping.
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