Three readings at once, and interviewers expect all three: the sensitivity (value change per unit move), the hedge ratio (shares per option to be neutral), and an approximation of the risk-neutral probability of finishing in the money.
Calls run 0 to 1, puts -1 to 0, at-the-money around 0.5.
Nuance on the third reading. Delta is formally N(d1), while the in-the-money probability is N(d2). Flagging that distinction while still using the approximation is a strong answer.
Delta is not constant - its rate of change is gamma.