You buy a 1-month ATM straddle. Over the next week, the underlying stock price doesn't move at all. Walk me through the PnL of your position and the Greeks driving it. As expiration approaches, what happens to your daily Theta decay?

假设你买入了一个1个月期的平值跨式组合（ATM Straddle）。接下来一周股价完全没动，你的组合盈亏会怎样？随着到期日临近，你的每日Theta衰减会有什么变化？