Gamma
The rate at which an option's delta changes for a $1 move in the underlying. Gamma peaks near the money and grows into expiration for near-the-money options.
Gamma measures how quickly delta itself moves. Long options have positive gamma, so a long call’s delta rises as the stock rises, and short options have negative gamma.
Gamma peaks near the money, and for near-the-money options it grows as expiration approaches, which is why 0DTE contracts can swing sharply. Dealers who are short gamma have to buy as prices rise and sell as prices fall to stay hedged, which is the mechanism gamma exposure models try to estimate.
Illustrative example (hypothetical numbers, not a real trade): a call has a delta of 0.50 and a gamma of 0.05. After a $1 rise in the underlying its delta is about 0.55, and after a further $1 rise about 0.60, so each dollar moves the option price more than the dollar before.