Theta is rate of change for extrinsic value only (iow time value). Some single options or spreads will only ever have extrinsic value (e.g. single short options, or short strangles), so will never go -ve theta. I think most spreads (verticals, calendars, IC etc.) or single options involving long options can be either +ve or -ve theta depending on strikes, dates, UL price, IV etc.