From what i understood so far the option is a transfer of risk, from the buyer to the seller.+ there is no obligation for the buyer to exercise his option if it is out of the money. whereas the in the futures and forward markets it is an obligation of the buyer.
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Umm let me see if i am able to understand it from this perspective ..
so when the buyer, who pays something, transfers the risk to the sellers book, the seller tried to hedge it (read delta hedge) .. with the short gamma the delta hedging causes bigger losses with increasing vol .. and price of the option is equal to the cost of the hedge .. hence increase vol is again proportional to price of the option
for a future .. we both have the same risk on our books but different direction .. a zero sum game which i am not sure how will i hedge .. hence the zero cost .. an increase in vol wont change the dynamics in this scenario