Should an uncertain volatility model option be priced higher or lower than a constant volatility model option?

These are quite simple models, so forgive me If my question is basic. I am implementing Monte Carlo simulation for European call option pricing under two setups: Constant volatility (GBM with σ = 0.2) Uncertain volatility where σ is sampled from a lognormal distribution per path. The mean is 0.2 and standard deviation 0.05. In theory, I expected the uncertain volatility case to produce a higher option price due to increased dispersion and convexity of the payoff. However, my results show: Consta