My textbook Introduction to Set Theory 3rd by Hrbacek and Jech defines the supremum of a set $X$ of ordinals as follows:
Clearly, If $X=\emptyset$, then $\bigcup \emptyset$ is undefined. So I would like to ask what is $\sup \emptyset$ (if exists).
IMHO, $\sup \emptyset = 0$ because
$0$ is an upper bound of $\emptyset$. This is a vacuous truth (every element of $\emptyset$ is less than or equal to $0$).
$0$ is the least ordinal. Thus if $\alpha$ is an upper bound of $\emptyset$, then $0 \le \alpha$.
Thank you for your help!

This elaborates on Greg Martin's comment:
$\bigcup\emptyset$ is in fact well defined. By definition it is $$\{x:\exists y\in\emptyset(x\in y)\},$$ which is simply $\emptyset$.
The intersection $\bigcap\emptyset$ is problematic - or, to put it precisely, the class $$\{x:\forall y\in\emptyset(x\in y)\}$$ is not a set (it's all of $V$).
So the standard definition works (and coincides with intuition): $sup(\emptyset)=\bigcup\emptyset=\emptyset=0$. The point where we have an issue is when we try to calculuate the infimum of the emptyset, since that corresponds to $\bigcap\emptyset$.