Price of a Call Option as you Increase the time periods

I’m pricing call options at the moment and seeing how call option prices change depending solely on the periods of volatility. In one case the stock changes every month, the other it changes every week and the last case the stock changes every day.

From my pricing, the price of the call option increases with the number of periods. That is the price of a call option where the stock changes every month is higher than the price of a call option on the same stock but changing every week instead.

I was wondering if this made sense, since I figured the more periods the more volatility and the higher the price.

Thank you!