Hedging 100 short puts using a call delta of 0.25

Calls struck at $24$ on a stock trading at $21$ have delta $0.25$. You write $100$ puts with the same strike and expiry and want to be delta-neutral. How many shares should you trade? Answer $-x$ to sell $x$ shares.

$-75$. Each put has delta $0.25-1=-0.75$. Being short $100$ of them gives a position delta of $+75$, which you neutralise by selling $75$ shares.