Implied volatility (vega) decreasing -> your options lose value. Time to expiration (theta) decreasing -> your options lose value.

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On the odd chance you weren't joking with the title, a 2-year option will NOT expose you to any theta trade. To trade theta if you are selling CCs, you want to be on the 30-60 DTE range. Theta decay on those last few weeks is criminal. That's also why, if you are buying options, you usually want your trade to be over before that period. (Or if you are more experienced, have an strategy that neutralizes the theta.) A 2-year dated option will mostly trade on delta (price) and vega (volatility). For example, if you thought NVDA had uncommonly high volatility and you thought the price would stay or go down, you could capitalize on an eventual crush of volatility by selling those long dated options.

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