Option delta at expiry

F&O
1

At expiry day, i going through option chain saw that BN at 40000,
39900 PE delta shows 0.18 and 40100 CE delta shows 0.70. why its showing like this.
Same distance OTM strikes have nearby deltas.
Whats the cause?

2

Where did you see this value?

3

In Upstox option chain.

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