# FX Delta Conventions

I'm currently reading Iain Clark's book Foreign Exchange Option Pricing and I got stuck at one sentence in the beginning of Section 3.3 that I feel is important to understand. He writes:

FX volatility smiles are characterized by providing volatilities, not as a function of strike, but as a function of delta. The choice of delta as the parameter describing the volatility smile is sensible, as otherwise a strike that might correspond to a considerably out-of-the-money option for small $T$ would be very close to at-the-money for large $T$.

where by $T$ he refers to the time left until expiry of the option. My question is: how do you know (or argue) that just because there is an option with expiry in 1 week that is out-of-the-money a similar option (with bigger $T$) will be very close to at-the-money?