comparing put call option delta-are we always comparing absolute value?

CFA Level II
#1

I have seen in multiple places where when asked what put or call has the largest delta, a put with larger absolute value is chosen even though its negative, is it the norm, if so, why?

#2

In Black Scholes model

Call option delta = N(1)

Put opton delta = N(1) - 1

It isn’t the absolute value, it is just the value