Er, I guess I should be more specific. First of all, “expensive” for options refers to implied volatility. This helps you adjust the option prices for different strikes. Implied volatility explains why, for instance, a 10% OTM call option price can change even though the underlier price does not change.
Second, *OTM puts* are generally more “expensive” than *OTM calls*. The expensiveness depends on the strike, not based on whether or not it’s a call or put. Puts and calls with the same strike have the same implied volatility through put/call parity. And in general, implied volatility increases for equity options as strike decreases.
By extension to this logic, ITM puts are generally cheaper than ITM calls, since ITM puts have higher strikes than ITM calls.
Note that all this assumes negative volatility skew, which is normally the case for equity options. Some equity volatility surfaces can have positive skew. For instance, AAPL had positive skew a few weeks ago when people thought the price could keep spiking upwards.