Kapie

Well, your call option has positive gamma, which means that if the underlier price increases, the delta of the option increases. You are long the option and short the stock. So, as the underlier price increases and you do not hedge, your long position increases (delta of option increases while qty is the same) and your short position in constant (delta of stock is constand and qty is constant). So, if the market moves one way and you do not hedge, you make money from the positive gamma. Does this answer your question?