Another mistake in the book "Option Volatility and Pricing" - Sheldon Natenberg?

Hello (again) everyone, yesterday I found a mistake in Option Volatility and Pricing by Sheldon Natenberg and you guys confirmed my suspicion thanks! I believe I have found another mistake in the book, around 40 pages further (page 154), concerning following passage. *Consider a call option with a theoretical value of 4.00 and a delta of 20, with the underlying contract trading at a price of 100. If the underlying contract rises one point to 101, the* ***new delta*** *of the option (ignoring the gamma) should be approximately 4.20.* I believe the author meant to say "new theoretical value" instead of "new delta". Thanks in advance!