ATM options have the most extrinsic-value, the highest gamma and theta, and a delta near 0.50. They are the most sensitive to changes in implied-volatility.
Straddles and strangles are built around ATM strikes because that is where the bet on movement, in either direction, is purest.
Example: with a stock at $150.30, the $150 strike is at the money. Its call and put have similar prices, each roughly half made up of the expected move.
Related: in-the-money, out-of-the-money, straddle, gamma