Extrinsic value decays roughly with the square root of time remaining, which means a 90-day option loses far less per day than a 30-day one. The curve is steepest at the money; out-of-the-money options decay more evenly and simply fade to zero.
This shape is the entire argument behind common management rules. Sellers open positions where decay is about to accelerate and close before the violent final stretch where gamma risk outweighs the remaining premium; buyers do the reverse.
Example: an XYZ $50 call with 90 days is worth $3.20, at 45 days $2.30, at 21 days $1.55, at 7 days $0.90, at 1 day $0.35. The second half of the life gives up more value than the first, and the last week alone gives up more than the first month.
Related: theta, management-at-21-dte, short-dated-options, extrinsic-value