John Hull. Options, Futures, and Other Derivatives (2017 10 edn). p 408.
Theta is usually negative for an option.7 This is because, as time passes with all else remaining the same, the option tends to become less valuable.
7 An exception to this could be an in-the-money European put option on a non-dividend-paying stock or an in-the-money European call option on a currency with a very high interest rate.
Theta works in your favor if you are selling debit spreads.
Why? I know that Option writers benefit from time decay because the options that were written become less valuable as the time to expiration approaches. Consequently, it is cheaper for option writers to buy back the options to close out the short position.