# Delta FX of a quanto put

I've heard that quanto options are not sensitive to the FX...but when i draw the graph of the FX delta of the put i find a positive value for all K. For very deep ITM quanto put the FX delta is about 14. My 2 cents about this comes from the quanto adjustment. If X increases then S decreases (my correl is neg). Thus my quanto put is more valuable. So the delta FX is pos. So are quanto puts really sensitive to FX ? Tx