In Swheser book it states that that when stock price increase, delta of call option increase?
Should it be inversed since:
From dC = delta*dS we have delta = dC/dS so if stock price increase we have dS increased then delta should decrease?
Remember though that when stock price increase the value of a call option increases too. Since the dC in the numerator increases by a larger percentage that the dS in the denominator, delta increases overall. I like to think of it in terms of the graph in Schweser notes that shows the pre-expiration post-expiration payoff of a call option. As stock price increases, the slope of the pre-expiration payoff becomes steeper i.e. delta becomes larger.
excellent! thanks for the very good answer!
yes but up until delta=1.0, then it no longer increases, no matter how much the stock increases…just to be a little picky 
Yes that’s right. Call delta is bound by 0 and +1 while put delta is bound by -1 and 0.