An investment bank's risk analyst is evaluating the underlying assumptions of its Forex (FX) option pricing model. For a particular FX currency pair, it is observed that the implied volatility is relatively low for at-the-money (ATM) options and increases as the options become either more in-the-money (ITM) or out-of-the-money (OTM). How does the distribution of option prices for this FX pair, as implied by the Black-Scholes-Merton model, contrast with a lognormal distribution that shares the same mean and standard deviation?