Please refer Q10 , Page 219, CFA Book Volume 6. The Answer to this question is B and I think it should be C. As the put delta becomes more negative, No. of Put optins required will be less and hence put options required will be less. Going by this logic, for a call option, If delta becomes more postive, Call option required will also be less and hence we may have to sell call optins as well _ which I believe is not the case. i will appreciate if you explain it in simple terms.