Why Does a Long Put Option Have a Negative Delta?

A long put option gives the holder the right to sell the underlying asset at the strike price. Since the value of this right increases as the underlying asset's price falls, and decreases as the underlying price rises, the put option's price moves inversely to the underlying price.

This inverse relationship is mathematically represented by a negative Delta, ranging from -1 (deep ITM) to 0 (deep OTM).