Commentators on Westeros have accumulated a fair amount of evidence that Ramsay castrated Theon (most notably because Theon gets confused when Ramsay tells him to get Jeyne warmed up for him and he says, "But I don't..." ). Owch And possibly bad news for Asha's plan, if Theon can't father an heir. Although he did get that girl pregnant in ACoK, so that could be a get-out clause.