Assume a stock trades at $$90,$ the volatility of the stock is $32\%,$ and the risk$-$free interest rate is $3\mathrm{.}7\%.$ What is the Theta of a $$94$ strike call option expiring in $217$ days if the maturity of the option decreases by $1$ day? Please answer to $2$ decimal places. answer is $-\mathrm{.}02$ please explain why