How Does the ‘Delta’ of an Option Change as the Underlying Price Increases?

The Delta of an option is not constant; it changes as the underlying price moves, which is measured by Gamma. As the underlying price increases, a Call option's Delta moves closer to +1.0 (approaching ITM), and a Put option's Delta moves closer to 0 (approaching OTM).

This indicates the option becomes more sensitive to price changes (Call) or less sensitive (Put).