Option Market$-$Maker Part $3$

A trader was asked to show a bid to buy $$110\mathrm{.}00$ calls from a customer. The stock price was $$105\mathrm{.}00,$ the interest rate was $5\%,$ and the implied volatility was $35\%,$ and there were $60$ days until expiry $($based on a $365$ day year$).$

The customer takes some time to think about it$,$ and asks for a re$-$pricing of the deal.

The stock price is now $$108\mathrm{.}00,$ the interest rate is unchanged, the implied volatility is now $38\%$ and there are $45$ days until expiry.

The customer likes the price and hits your bid for options equivalent to $75,000$ shares. How many shares must the trader buy$/$sell to neutralize the delta of the position?

Please enter the number rounded to the nearest share. Buys should be entered as positive numbers, sales as negative numbers.