Why Do DITM Options Have Less Time Value than ATM Options?

DITM options have less time value because the probability of the underlying price reversing to make the option OTM is low. Most of their value is already intrinsic.

ATM options, however, have a high probability of moving either ITM or OTM, making the uncertainty (time value) component higher.

Why Is the Extrinsic Value Highest for ATM Options?
How Does the Moneyness (ITM, OTM, ATM) of an Option Affect Its Bid-Offer Spread?
How Does a Very Deep ITM Option’s Theta Compare to an ATM Option?
What Is the Practical Difference between a DITM Option and Owning the Underlying Asset?
Why Does an At-The-Money (ATM) Option Have the Highest Vega?
How Does Gamma Affect a DITM Option?
What Type of Risk Is Reduced by Buying a DITM Option?
Why Does an At-The-Money (ATM) Option Have the Highest Time Value?

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