A stock is currently trading at $21\mathrm{.}30.$ It is not expected to pay dividends over the next year. You price a one$-$month put option on the stock with a strike of K$=22\mathrm{.}50$ using the Black$-$Scholes model and find the following numbers:

d$1=-0\mathrm{.}666$ ; d$2=-0\mathrm{.}738$;

N$($ d$1)=0\mathrm{.}253$; N$($d$2)=0\mathrm{.}230$

What is the delta of the put?

Question $13$ options:

$0\mathrm{.}253$

$-0\mathrm{.}230$

$-0\mathrm{.}253$

$-0\mathrm{.}747$