How do you explain time decay to someone new to options, using a simple example?

Time decay, often called theta, is the idea that an option loses some of its extrinsic value as expiration approaches, all else being equal. I find it helps to make the idea concrete with round, made-up numbers. Imagine an option priced at 2.00 with 30 days left, and the same option priced at 1.40 with 15 days left, with the underlying price unchanged. The drop of 0.60 is not caused by the stock moving but by the shrinking window for it to move. The part beginners often miss is that decay is not linear. It tends to accelerate in the final weeks, which is one reason some people find short-dated options harder to hold than they expected. Volatility expectations and moneyness change the picture too, so the same calendar gap can mean very different decay in different situations. When you learned this, what example or analogy finally made the non-linear part click for you, and what did you find confusing at first?