code: function _callTheta(s, k, t, v, r)
  {
    var w = bs.getW(s, k, t, v, r);
    if(isFinite(w))
    {
      return -1 * v * s * _stdNormDensity(w) / (2 * Math.sqrt(t)) - k * r * Math.pow(Math.E, -1 * r * t) * bs.stdNormCDF(w - v * Math.sqrt(t));
    }
    else
    {
      return 0;
    }
  }
docs: Calculates the theta of a call option.
  
  @private
  @param {Number} s Current price of the underlying
  @param {Number} k Strike price
  @param {Number} t Time to experiation in years
  @param {Number} v Volatility as a decimal
  @param {Number} r Anual risk-free interest rate as a decimal
  @returns {Number} The theta of the call option