I recently entered a debit call spread on Apple and I noticed the price of the sold option appreciated at a faster rate than the bought option resulting in a loss even though the stock moved in my desired direction.
I bought the Oct 16, 2020 $450 call and sold a same day $470 call. My positions say that $450 call increased 12% in price while the $470 call increased 31%. (liquidity shouldn't be an issue, there're about 6k and 1.2k open interests for the two strike prices respectively)
In the photo below of Apple calls you can see OTM strike prices appreciates faster than near-the-money strikes, which seem to almost assure that debit call spreads lose money.
A similar question has been asked, but the answer that was given doesn't really touch on this subject. I don't understand this behavior and would appreciate some guidance.