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Are there comprehensive analyses of theta decay in weekly options?
Theta decay doesn't depend on the in the moneyness
Why is volatility mean-reverting?
This is not true. Volatility doesn't matter the deviation from the equilibrium because there's not such thing as equilibrium price. I think you would think that because u expect vix to trade in the low 10s when spy goes to say 135 (your equilibrium price). However, spy can trade 100 and vix trades low 10 if fundamental supports that spy level and the most market agree spy should trade 100.
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?
30d Put means 30 delta put