I'm not sure what you're asking here quite, it seems to me that you are inputting a shorter time to maturity (from one day to one hour) and noticing a decrease in the contract value. Theta, the derivative of the option price with regards to time, is negative for for all options so this will always be the case no matter the time scale. Are you sure you have understood correctly what the Time to Expiration parameter in the formula means?
As an interesting side note I have seen the argument made that daily returns are normal by the CLT because they are made up of sum of many small price intraday changes that are I.I.D and come from some (any) distribution. So you could reason that because of this Black-Schooles framework would not hold when considering shorter time periods than this. This has however nothing to do with what you're confused about, I believe, even though that is how I originally interpreted your title.