Option pricing analysis

I’ve been using rough indicators around option pricing to practice understanding their mechanics. Had a question around:

1. Delta being used both as expected move of option price vs 1 tick of the underlying AND a general probability of the option finishing ITM.

2. The premium for the nearest ATM strike of the put and call combined is a rough estimate of the expected movement that has been priced in.

I’ve seen scenarios where either first in the chain ITM or OTM options where the delta on one option (say the call) is .55 and the corresponding put on the same strike is .45. Meaning to me, slightly more probable for the call to be ITM, but basically a priced in coin flip. But I’ve seen where the .45 delta option is 70% ITM, and the .55 option be 30% ITM. Usually I see the more ITM option have the higher delta, but occasionally I see this where it the opposite. If the more OTM option has a higher delta, is that a stronger indicator of likely price movement than say a .55/.45 delta that is basically 50/50 ITM %?

And if that stronger indicator of price direction is within the expected move range, is that a more probable trade?

I know no one indicator is the magic answer, but trying to expand my indicators and personally seeing price action be more insightful than technical indicators. Thanks in advance