A key part of how options premiums are priced is the expected, or implied volatility (IV) of the underlying (the stock/future/whatever). Therefore you can be an

A key part of how options premiums are priced is the expected, or implied volatility (IV) of the underlying (the stock/future/whatever). Therefore you can be an options seller (selling calls and puts) to get high premium, expecting that before the options expire, the IV of the underlying will decrease, making it more likely you can keep the credit received from selling those high-IV priced options. It can also be historically shown that the IV for any underlying is about 75%-80% of the time overestimated, in which the price of the underlying turns out to not be as volatile as what was suggested by the IV.