Yes you will need more of the underlying in case of shorting a put option but I think here it is not about magnitude alone. Put delta is negative so its rise in magnitude means it reduces.TwoL84 you wrote
16. Call Put Delta [ Call delta decrease , put delta increase ] -- Decrease/decrease. Put delta drops with moneyness.
Are you saying decrease/decrease is the answer? I think call delta decrease, put delta increase. Both can't move in the same direction. If have sold a call option and the underlying goes down in price, the option is less profitable to the buyer so I need less of the underlying to hedge. If on the other hand I sold a put and the underlying decrease, the likelihood of having to pay out increases so I need more underlying to hedge out all my risk.