Short gamma
A position whose delta moves against the price. Dealers who are short gamma hedge by buying as prices rise and selling as they fall.
Selling options makes a position short gamma: each move in the underlying pushes its delta against the holder. To stay neutral, the seller has to trade with the move, buying shares after a rise and selling after a fall.
When a GEX model estimates that dealers are net short gamma, their combined hedging follows price moves, which tends to make them larger. This is why a negative gamma regime is associated with bigger, more directional moves. The model cannot say which direction, only that hedging may add to whichever way the price goes.
Illustrative example (hypothetical numbers, not a real trade): a dealer is short 50 puts with a gamma of 0.04 and is delta neutral. A $2 fall makes the puts' delta more negative by 0.08 each, which adds 50 × 0.08 × 100 = 400 shares of long exposure, so the dealer sells 400 shares into the decline.