https://www.investopedia.com/terms/t/theta.asp
Theta + 1/2*sigma^2*S^2*Gamma + r*S*Delta - r*Premium = 0
r=0
Theta = -0.5 * S^2 * sigma^2 * Gamma;
r!=0
dV/dT + 1/2*Sigma^2 *S^2*d2V/dS2 + r*S*dV/dS - r*V = 0
V = Premium
dV/dT = Theta
d2V/d2S = Gamma
dV/dS = Delta
=>
Theta + 1/2*Sigma^2 *S^2*Gamma + r*S*Delta - r*Premium = 0
Theta = r*Premium - r*S*Delta - 1/2*Sigma^2 *S^2*Gamma
r=0
Theta = - 1/2*Sigma^2 *S^2*Gamma
r!=0
Theta = r*Premium - r*S*Delta - 1/2*Sigma^2 *S^2*Gamma
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