How Does the Time Horizon Affect the Premium Difference between OTM and ITM Options?

A longer time horizon increases the extrinsic value for both OTM and ITM options because there is more time for the underlying crypto price to move favorably. This typically widens the premium difference between OTM and ITM options, as the OTM option gains more time value relative to its low intrinsic value.

The greater the time, the greater the chance for a significant price swing to make the OTM option profitable.

How Does Volatility Influence the Time Value of a Financial Derivative?
How Does High Volatility Impact the Premium of an OTM Option?
What Is the Relationship between an Option’s Premium and Its Extrinsic (Time) Value?
How Does the Probability of Assignment Change as the Option Approaches Expiration?
Explain the Concept of “Moneyness” (ITM, ATM, OTM)
How Does an Option’s Moneyness Affect Its Premium?
How Does a Longer Time to Expiration Affect the Premium of an Option?
How Does ‘Time Decay’ (Theta) Affect the Value of an ITM Option Compared to an OTM Option?

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