Calendar Spread Time Value without Theta?

Hey all. On Volume 2 page 63 (Derivatives) , Scenario 3 and Scenario 4 both allude to “Time Value” of $15 & $30, respectively, for Puts related to a calendar spread trade.

Where do these numbers come from? I don’t see any Theta statistics in the question/case study.

Appreciate any help!

Old Man

Premium consist of intrinsic and time value. Just check if that’s how it was derived.

Disclaimer - did not refer to the topic in the book.