I want to ask how to get 1.645 ,why not 1.96 ? (95% confidence interval)

An analyst has been asked to estimate the VaR of an investment in Big Pharma Inc. The company's stock is trading at USD 23, and the stock has a daily volatility of 1.5%. Using the delta-normal method, the VaR at the 95% confidence level of a long position in an at-the-money put on this stock with a delta of -0.5 over a 1-day holding period is closest to which of the following choices? USD 0.28 USD 0.40 USD 0.57 USD 2.84