please explain why

Consider the case where implied volatility increases as an option moves away from the money and the implied volatility takes the lowest value for at-the-money options. Which of the following statements is correct? The market price of a deep out-of-the money call is smaller than the price obtained from the Black-Scholes model. O The market price of a deep out-of-the money put is greater than the price obtained from the Black-Scholes model. The left tail of the implied distribution is fatter than the log-normal distribution, while the right tail is thinner. O Both tails of the implied distribution are thinner than the log-normal distribution