According to the Black-Scholes-Merton model, if a call option has a delta of 0.8, then the delta of a put option written on the same underlying asset with the same maturity but with a higher strike has

	I.	an option delta which is larger (closer to zero) than -0.2
	II.	an option delta of -0.2
	III.	an option delta which is smaller (closer to -1) than -0.2

Only answer. NO EXPLANATION NEEDED, thanks