Usually options tend to do that more. Whatever the leverage, the price of futures contracts is attracted to the real underlying number. Pull and distance from real price near expiry are both vanishing. Cascaded liquidations are a different matter. Big events on futures can and will move the underlying price, but they do not depend so much on the expiry date approaching. So-called perpetual futures nullify the expiry date altogether, and the premium is paid in the form of a periodic funding fee. In expiring futures, the premium is paid when buying and pocketed when selling. In normal market conditions, the premium goes down with time. It always becomes zero at expiry.

On the other hand, options can have wildly different values on the day of expiry depending on the real number, so option sellers (writers) can try to pull the underlying (corn) price up or down to minimize their own expenses.