Rehedging a straddle 30 minutes before expiry

You own a straddle struck at $25$ with the stock at $27$; the call leg has delta $0.72$ and the put leg $-0.28$. You have used shares to make the total delta zero, and the options expire in exactly one hour. Half an hour later the stock is still at $27$. How many shares must you trade to stay delta-neutral? Answer $-x$ to sell $x$ (fractions allowed).

$-0.28$. At expiry the in-the-money call's delta goes to $1$ and the out-of-the-money put's to $0$. Assuming roughly linear decay over this short window, each leg's delta rises by $0.14$ in thirty minutes, so the straddle gains $0.28$ of delta, which you sell off.