Former options guy myself and was thinking about doing some similar writeups on options pricing.
i like the graphs of you drew of the strips with different times to expiraiton. One thing that is generally counterintuitive for people is how there is translation of the graph on the x axis over time (theta and carry rates).
also generally, I think introducing black scholes is good, but doesn't really "stick" for most people for a while. it takes a while to develop an intuition about the components of "C = SN(d1) - KN(d2)" means.
I think teaching these intuitions would really sit well for the HN crowd. Also explaining option pricing as the value of the cash flows of the hedge portfolio with constant or regular hedging (like physics, start with assumptions like GBM, zero transaction cost, no bid-ask spread -- then if you ever feel like it later, address how hedge strategies can dramatically change option pricing). Natenberg does a simplied version of this.
Also, Cox Ross Rubenstein is a great way to teach euro AND american options -- just change the rules at each node to get different rules and you can demonstate convergence to Black Scholes with the right parameters.