Why Do OTM Options Benefit More from an Increase in IV than ATM Options?

OTM options benefit more from an increase in Implied Volatility (IV) because they are composed entirely of time value, which is directly linked to IV. A higher IV increases the perceived probability of the OTM option moving ITM before expiration.

While ATM options also benefit, their price is already relatively high, and the percentage increase in premium due to IV is often more pronounced for the cheaper OTM options.

Why Is the Delta of an ATM Option Most Sensitive to Changes in Implied Volatility?
Why Is an ATM Option Considered the Most ‘Pure’ Volatility Play?
How Does Theta Affect an OTM Option Differently than an ITM Option?
How Does the Probability of an Option Expiring ITM Relate to Its Time Value?
How Does the Choice of Strike Price Impact a Calendar Spread’s Sensitivity to Contango?
How Does High Volatility in a Cryptocurrency like Ethereum Impact the Time Value of an ATM Option?
Why Is the Delta of a Deep OTM Option Often More Sensitive to Changes in Vega than an ATM Option?
Which Moneyness Category (ITM, ATM, OTM) Typically Has the Highest Gamma?

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