Time decay of American options

Hello and thanks for the library!

I am working on an integration of TFF into one of my option trading strategies and trying to figure out several practical aspects, such as IV determination and finding greeks. After reading through all issues and discussions I have a working notebook which expands the American option example (using PDE) and includes volatility estimation and (most of) greeks using `tff.math.fwd_gradient`. There are still some questions about gridding to manage batches with significantly different strikes, but I think I'll manage, maybe even to an extent I can do a PR for that example...

One thing I cannot comprehend yet is the time decay and time aspects overalls. How would you recommend to approach theta estimation? Should I try `fwd_gradient` on `expiry`? Related question is how to manage options with significantly different time to expiration? The example states that volatility term has to be adjusted - not sure I understand it.

```
expiry: A Python float. Expiry date of the options. If the options
have different expiries, volatility term has to adjusted to
make expiries the same.
```