I need to hedge a short position in 100 call option contracts. Each contract is on 100 shares of stock XYZ. At t=0 (initially) I estimated the option delta to be 0.25. Which of the following is true?

a. I need to buy 25 shares of stock today to establish the hedge

b. I need to short 2500 shares of stock today to establish the hedge

c. This hedge will need to be dynamically adjusted through buying or selling shares as option delta fluctuates over time