Is theta the same for call and put?

Could you please clarify for me if theta remains unchanged for both call and put options? I'm trying to understand the concept of theta in the context of financial derivatives, and it seems like it should be a consistent measure regardless of the type of option. However, I've heard conflicting views on this matter, so I'm hoping you can provide some clarity. If theta does differ between call and put options, could you explain why that is and how it affects the pricing and risk management of these instruments? Thank you in advance for your assistance.