Theta decay doesn't depend on the in the moneyness. A 70 delta call and a 30 delta call have very close theta decay at any given moment. They are slightly different because of skew with 70 delta put having slightly bigger theta. Theta is the decay of extrinsic value.
In practical trading, you can assume your decay distribution (using your graph is fine) using a fair volatility but nobody can say for sure what the theta decay distribution ought to be. To answer that question isn't all that useful anyway. In practical trading and in the weeklies, decays are slower than the theoretical because people still have bids out there to close their position or the asymmetry of buys and sells. (People don't really want to sell pennies/nickels unless they're long already).
And theta really depends on the stock events because for a weekly on monday and an announcement is coming out on friday, there'll be almost no decay until friday. It becomes more of a break even play since you don't expect to scalp your long gamma.
Think about theta as the token to play the gamma game, with so few days left it becomes a break even game since these options will have smaller and smaller deltas.