Difference between Extract Delegate and Extract Method Object?

> As such the only difference I see is that Extract Method is for only ONE method, where as Extract delegate is for multiple methods.

Indeed, Extract Delegate can extract multiple class components compared to the Extract Method Object feature.

> Is there any other difference?

In addition to moving the method to a separate class, Extract Method Object creates new class fields based on used local variables of the method. For example:
Code sample before refactoring:

public class Calculator {
    double x;
    double y;
    public Calculator(double x, double y) {
        this.x = x;
        this.y = y;
    }
    double calculateSomething(double z) {
        return x * z * Math.sqrt(y);
    }
}

Code sample after applying refactoring for expression: x * z * Math.sqrt(y);

public class Calculator {
    double x;
    double y;

    public Calculator(double x, double y) {
        this.x = x;
        this.y = y;
    }

    double calculateSomething(double z) {
        return new CaclNew(z).invoke();
    }

    private class CaclNew {
        private double z;

        public CaclNew(double z) {
            this.z = z;
        }

        public double invoke() {
            return x * z * Math.sqrt(y);
        }
    }
}

As you may notice a new field was added in the CaclNew class. It can be useful if you want to decompose your method into multiple methods in the newest created class.

More information and samples you can find in "Extract into class refactorings" guide.

Thanks a lot!

That helps...