Everything else equal, out-of-the-money call options experience a larger decrease in value than in-the-money call options as expected dividends increase.

The increase in the value of in-the-money put options caused by an increase in expected dividends is always larger than the decrease in value of in-the-money call options.

Keeping the type of option constant, at-the-money options experience the largest absolute change in value and out-of-the-money options the smallest absolute change in value as a result of dividend payment.