Opinions on buying back spy covered calls well OTM vs. letting expire and resetting next day?

I know i'm leaving a bit one the table buying back an option that is well OTM and then selling the next days but I am wondering if that is offset by a slightly higher premium (due to theta) on selling the following days call the day before. An example:

I'm at 84% gain for my 4/21 SPY calls. 12 points OTM so not going to come back today. I can let it ride and get that last .10 per contract and then in the AM purchase that days call. With the volatility lately I wonder if this is a better option as nobody knows what is going to happen in the world that evening in the next AM to make SPY go through the roof. IN fact, 3 times this month I've had to buy back options at quite the loss that were well below a 20 delta when purchased the night before. So let's say I sell a 20 Delta 711C at 3:55EST for .74 and the straight opens again and SPY shoots up to 712 at opening. Now, had i let that previous days option expire worthless and netted that .10 I also can buy that days option at the given price and not be ITM at the open of the market like I would be had I bought back the previous days call. I suppose that my question is, is the theta decay of waiting until the next day to buy that day's call offset by the extra premium I'd get my letting the previous days option expire worthless?

I know it goes both ways and bad news can make that call worthless very quickly too but it seems these swings lately have been capping my upside much more than expiring worthless mid-day.

Thanks much
D