An at-the-money call sits near a delta of 0.5. As Time to Expiration grows, the contract has more time to finish in the money, so its option delta climbs.
The chart uses the Black-Scholes-Merton model with S=1, K=1, r=0.05, and sigma=0.6 to compute delta for six maturities: 1/252, 30/252, 60/252, 90/252, 180/252, and 1 year. Each point shows how extra time nudges the option to behave more like the stock itself.
