Pay attention to SIUYA. I wonder if you may think you know what he is saying but not quite grasping it. We all have blind spots so if a respected contributor says something, perhaps one should think about precisely what they mean. I have sometimes realized something key when some poster words something that seems not to be the way I understand things. (SLE was the last example that I remember.) The language and meaning one understands ultimately creates what one can do in life. In a sense, one is one's language comprehension. A couple of things to think about. Each greek measures something which may or may not be important to your particular trade or risk profile. (If we held everything else constant then how would this measure related to price?) It is a bit of a mathematical trick to help humans understand multivariable calculus space.They all influence each other and indeed they must. I don't look at delta much at all when I trade although some swear by continual delta-hedging which may (or may not) miss some key points about trading options. There is nothing wrong with that method, it is just another way and a healthy market MUST have different methods to function. One useful (but fictitious IMO) way of looking at delta is as the probability of the option expiring in the money. So all things being equal (which they never are in trading) ATM and OTM should have delta's corresponding to their distance from the current underlying price. Your confusion with intrinsic value and greeks may be because of the time perception differences. Are you thinking of right now or at expiration with your questions? Hope that helps.
You can always trust Elite Traders to overcomplicate things To me this seems like a simple matter. Delta, gamma, theta, vega will all contribute, regardless of the option being ITM / OTM / ATM.
Since you're a beginner, my suggestion is to buy a basic options text (McMillan) to read along with whatever you find on commercial sites on the internet. I doubt the websites are designed to be purposefully confusing, but most could use significant proofreading help. At least the text has seen multiple revisions.
Remember that Delta is also called the "hedge ratio". Thinking in terms of proportionality......How much would the Option price change with a change in the underlying? Throw intrinsic and extrinsic value terminology out the door.