Delta and theta are useful for estimating how much an option's price will change with for a one point change in the price in the underlying in one day. But they are impractical for determining a multi-point change over a longer period of time.
As an example, XYZ is $50 and the ATM trading for $2.10 has a delta of .52 . That means that if everything else is unchanged, at $51 the call should be worth $2.62 -ish. At $55 it will be worth $4.70 ($2.10 + 5 x $0.52). But in reality, at $55, the call will be worth $5.60 . Why the difference? Because delta is non linear and increases as the underlying increases (at $55, the delta is close to .85) and therefore, you can't multiply the delta of current price times a multi-point change in price and come up with anything resembling accuracy.
Making things even more complicated, implied volatility affects delta and therefore price. And none of this has even addressed theta decay.
The only way to adequately anticipate the change in an option's price from the passage of time and/or underlying price change and/or change in implied volatility is to use an option pricing calculator of which many are available online. Vary whatever pricing parameters amuse you and the numbers will be much more accurate.
If you want to be even more accurate, use the current bid of a long option to project the sale price at the later date (you STC at the bid) or conversely, use the current ask to project the purchase price for a short (BTC). This is only relevant where the B/A of the option is wide.