How Does a Decrease in Time Value Affect the Price of an OTM Option?

A decrease in time value directly reduces the price (premium) of an Out-The-Money (OTM) option. Since an OTM option's premium is entirely composed of time value, the loss of time value is a direct loss for the option buyer.

Does Increased Time to Expiration Increase or Decrease the Option Premium?
Does Theta Decay Affect ITM Options Differently than OTM Options?
How Does the “Strike Price” of the Call Option Affect the Premium Received?
How Does a Far Out-of-The-Money (OTM) Strike Price Affect the Option’s Premium?
What Is the Difference in Maximum Loss between Buying an OTM Option and Buying an OTM Future?
Why Does an ITM Option Have a Higher Premium Compared to an OTM Option with the Same Expiration?
Does Leverage Affect the Premium of a Crypto Options Contract?
How Does the Total Premium of an OTM Option Relate to Its Time to Expiration?

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