If you have orange yolks, you are probably already free ranging your chickens and eating healthier eggs. Chickens that are pastured or free range have eggs that are healthier for you. It's like the difference in the meat and types of fat in feed lot beef vs. pastured beef. There's also a difference between salmon that feeds in the ocean and salmon that's raised in on an aquatic farm. Different diets produce differences in the good fatty acids in the fish.
Eating green growing plants and bugs builds a better chicken and better eggs than eating just grain and soy. It changes the type of fat in the egg, plus the amount of cholesterol and various vitamins in it. Mother Earth News did an article on testing they had done on free range eggs. There are also a lot of web sites on the internet that have information on the biological and nutritional aspects of pasturing meat animals. Some of those describe more of the science behind why diet makes a difference. It turns out that the old saying, you are what you eat, really is true!
You can also feed a small amount of flax to confined chickens, to effect the fatty acids in eggs. It doesn't give you all the benefits of free range or pasturing, but it's better than nothing. An even better thing to do with confined chickens is to figure out a way to give them more green feed, like grass and dark leafy greens. You can also sprout grain and let it grow until it's short grass.