Why Do ATM Options Have the Highest Extrinsic Value?

At-the-Money (ATM) options have the highest extrinsic value because they represent the point of maximum uncertainty for the option's expiration outcome. With the spot price near the strike price, the probability of the option expiring ITM or OTM is roughly 50/50, which gives it the greatest potential for large price movement in either direction, maximizing its time value.

How Does the ‘Vega’ of an Option Relate to Its Moneyness?
Which Options Experience the Most Significant Change in Delta near Expiration?
Why Is the Extrinsic Value Highest for ATM Options?
Why Is Gamma Highest for ATM Options?
Why Do DITM Options Have Less Time Value than ATM Options?
Why Does an At-The-Money (ATM) Option Have the Highest Vega?
Why Is the Delta of an Options Contract More Sensitive to Changes in Volatility When the Option Is At-The-Money?
Does Vega Have a Greater Impact on ATM or Deep ITM Options?

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