Shares needed to hedge 100 calls at 0.33 delta

You hold $100$ call options, each with a delta of $0.33$. To make the book delta-neutral, how many shares of the underlying must you trade?

Give a positive number for shares bought and a negative number for shares sold.

$-33$. The calls carry total delta $100 \times 0.33 = 33$, and each share has delta $1$, so selling $33$ shares brings the position's delta to zero.