Big oh means in worst case it takes n but it can takes constant also , But Theata(n) means always takes n .
I try to explain in terms of number of comparision :
Theata(n) = Number of comaparision can be n-4,n-1, n-2, etc i.e. n assmptotically n.
O(n) means Number of comaparision can be 1, ,2,3,4,4,5,5,6....n etc not garunteed n but we are sure it cannot go beyond n.