This can be done in Chapter 3. The Delta spot is at 8,0.
Go to 9,0 and you’ll see a small hole in the ground on the right. Right above it, is a small ledge hanging out. Turn into a ball (R1) and use your speed boost (X) and grab the wall on the right. Now turn into a ball again and use your speed boost, hit the ground and aim for the gap on your left. Once you have grabbed hold there, you’ll want to turn into a ball again and use your speed boost. Hit the floor again and aim for the big gap on the left. There’s a hidden path that will lead you to 8,0. You’ll see the Delta icon on the left. Once you’re at 8,0, you’ll want to drop down and turn into a ball and use your speed boost and bounce to the wall right in front of you. Now do this again and aim for the next wall. Now do this once more to get to the ledge with the Delta icon.
Credit to: http://www.ps3trophies.org/game/knytt-underground/guide/
Credit to Mr Vuule for the Video