need some ideas to (dis)prove an assumption

[cwest@xxxxxxxxxxxx]

I'm searching for ideas on how to corroborate a generally accepted
assumption that option premiums decay faster than an underlying may change
in price (in relative terms). For example, given a stock priced at $50 and
its 55 call with 30 days to expiration priced at $1.00, how many times does
the option expire at a premium of $0.00 and how many times does it expire
with an intrinsic value. I'd expect underlyings with different volatility
levels to have different stats, but that may be proven to the contrary. 

Thanks in advance. 
Colin West
cwest@xxxxxxxxxxxx
303-785-1702 (direct)