Understanding Call Option Delta

John is analyzing a European call option on a stock currently trading at $50. The option has a strike price of $55 and 6 months until expiration. John knows that the volatility of the stock is approximately 20% per annum. He wants to evaluate how sensitive the price of the call option is to changes in the price of the underlying stock, which is represented by the option's Delta. He also considers how Delta may change as the stock price approaches the strike price.

Which of the following statements about the Delta of this option is true?