According to the Black-Scholes-Merton model, if a call option is almost surely out of the money then

	I.	its option delta is close to 1
	II.	its option delta is close to -1
	III.	its option delta is smaller in absolute value than the delta of the corresponding (same strike) put option
	IV.	its option delta is smaller than the option delta of the corresponding (same strike) put option

Only answer. NO EXPLANATION NEEDED, thanks