Long puts and delta

1. So i have seen that the delta of long puts is negative. When stock price rises, delta of long puts will increase, i.e. becomes less negative and moves from -1 to 0.

2. For the same long put, when stock price rises, the value of the option (delta) decreases (given we are long a put we lose if price increases).

So the delta value itself increases from -1 to 0 (point 1), while the value of the option decreases (point 2). Is this correct?