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Positive Delta and Negative Delta :

Delta is the effect of changes in the underlying security's price on the options contract value, in the theoretical pricing model.

Example
A Delta of 53 (most of trading platforms will output this data in decimal numbers because the option also is given in the same manner) means if the underlying security rise or drops the options contracts value will be decreased or increased by the above-mentioned delta.

A call option contracts premium 1.88 ($188), delta of 0.53(53), strike price: 35, underlying price: 35, expiration: 30 days to expiration, risk-free interest rate: 4%, dividend yield: 2%, implied volatility: 46%. An underlying security rally of one dollar, 188+53 is about $241.
 
A one-percent increment, the options premium will be $187.37. A put option contracts premium 1.79 ($179) delta of -0.47(-47), strike price: 35, underlying price: 35, expiration: 30 days to expiration, risk-free interest rate: 4%, dividend yield: 2%, implied volatility: 46%. An underlying security rally of 1.0 dollar, 179-47 is about $132.

Delta the correlation of strikes to the underlying security price changes, the higher the delta the deeper in the money options are. Both option contracts strike price: 35, underlying security price: 35, expiration: 30 days, interest rate: 4%, dividend yield: 2%, implied volatility: 46%.

These graphs represent a relation between the ‘35 strike’ to the underlying security's price, if you hold a call option and the underlying security rises to $38.00 then you will hold an option that represents about 76 deltas. If you hold a put option contract and the underlying security rises to $38.00, then you will hold an option that represents about -24 deltas.

Every delta represents one underlying security; for instance, 50 deltas represent 50 underlying securities. Deltas also change relative to time to expiration. An ATM options contract delta has a different amount for any point in time. Call options contract at 150 days to expiration, the amount of delta will be 57.5, at 75 days to expiration the amount of delta will be 55, 30 days to expiration 53 deltas, a day to expiration exactly 50 deltas.

The same goes for the put option contract but from a different direction: 150 days to expiration the amount of delta will be -42.5 deltas, at 75 days to expiration the amount of delta will be -45 deltas, 30 days to expiration -47 deltas, one day to expiration exactly -50 deltas.

Delta is also a convention in a probability percentage of an option contract to expire in the money, 50(-50) deltas (plus for call and minus for put) means a 50% probability of this option expiring in the money.