For deep in-the-money call options, delta approaches 1.0, meaning the option price changes by approximately the same amount as the underlying stock price. For deep out-of-the-money put options, delta approaches 0, meaning the option price is relatively insensitive to small stock price changes. Therefore:

• Call option (deep ITM): Decreases by approximately USD 1.00
• Put option (deep OTM): Increases by a small amount close to 0 (USD 0.05)

This matches the characteristics of option deltas in different moneyness states.