I am trying to take position in future as per the delta position of short put. My strike is 13794 for short put option, spot 10305.3 and volatility is 20.153 then I am getting 5890 position to buy and delta of 0.7222. Now when my spot increased to 10311.2 for same strike and volatility changed to 20.03, I am getting 5906 position to buy and delta of 0.724. Why the delta position is telling me to buy more even with increase in spot price? Is it because of the volatility because time to expiry is 790 days and these spot prices are 2 days apart.
Without doing any calcs, I would guess it's because of the 2 days passed and the decrease in vol.
Besides the more commonly known greeks (delta, gamma, vega), you have some other interesting second order greeks and the one that will explain what you are observing is probably the delta decay (Charm).
Intuitively think of it like this: your put is in the money so it will naturally tend to a delta of 1 as time passes. Also, in the extreme case of the vol going to zero, it would be as if you were at maturity because there is no optionality so a decrease in vol in this case would increase your delta.
You do however, have a factor that would make the delta decrease: the spot went up. But I'm guessing the other 2 make up for that.
Play with these inputs using a simple Black Scholes formula.