Suppose that the delta is −0.3 and the price of the underlying decreases by $10. Delta suggests that the option price will increase by $3.00 (= −0.3 × (−$10)), but it will in fact increase by more than $3.00: maybe $5.59. So you underestimated the price change.

Suppose that the delta is −0.3 and the price of the underlying increases by $10. Delta suggests that the option price will decrease by $3.00 (= −0.3 × $10), but it will in fact decrease by less than $3.00: maybe $1.48. So you overestimated the price change.

Also, they show the convexity of a call, but pretty much draw Option value on Y and X has underlying, make it convex. Delta is linear. So you can see the adjustments.