ATM options have the most theta, theta does not change linearly with time, and rate of change of intrinsic value decreases the further away from ATM the option is (an option $10 ITM may only have $7 intrinsic value).
An option $10 ITM will have $10 of intrinsic value.
Delta will depict the rate of change of intrinsic value
Typical option graphs are only valid at the time of expiration. Before expiration option value does not have a linear relationship with the underlying. But what about extrinsic value (theta and implied volatility)?
These are valid points that I can provide an answer to but not a solution for. I have an old program that has served me well for 20+ years. It allows entry of many option positions for a single security and provides 5-6 time slice graphs between now and a future date of your choosing (next week, expiration, whatever). The time slices allow you to visualize the changing P&L over time and price.
It calculates the average implied volatility of all option entries and it allows one to change this average IV prior to graphing. This is useful for events like earnings announcements where you can guesstimate the post earnings IV (see IVolatility for historical IV graphs) and model what your position might do.
Unfortunately it is not available commercially but perhaps some broker offers similar analytics.