Straddle delta given a put delta of minus 0.31

Under Black–Scholes, a put with strike $K$ and expiry $T$ has delta $-0.31$. What is the delta of a straddle on the same stock with the same strike and expiry?

$0.38$. Put–call parity gives $\Delta_C-\Delta_P=1$, so the call's delta is $0.69$. The straddle holds one of each, so its delta is $0.69-0.31=0.38$, which is not zero even though straddles are often thought of as direction-neutral.