DTE counts the calendar days until an option's expiration. Both theta decay and gamma risk are functions of it, which makes DTE the axis most entry and exit conventions are written on: enter credit structures around 30-45 DTE, manage or close by around 21 DTE.
The conventions encode the theta-gamma tradeoff: decay per day rises as DTE falls, but the risk that one move breaches a strike rises faster in the final weeks. Entering with 30-45 days and exiting near 21 harvests the favorable middle of the curve, the reasoning laid out in expiration selection.