buy low sell high, i.e. gamma scalping,selling out the long delt

intuitively, you are long gamma ->you bet underlying will move so you can buy low sell high, i.e. gamma scalping -> if you like the underlying to move, it's equivalent to say you like volatility -> you are long vega

Most traders use the net gamma value of their position to represent the number of underlying deltas or contracts that will be generated from a 1-percent move5 in the underlying price. For example, a trader owns 100 calls each with a positive 8.0 gamma for a total gamma of 8 (.08 x 1oo shares per options contract). Positive 8 means that if the underlying moves 1 point from 100 up to 101, the trader’s net delta position (for each call) will move from +51 to a new delta of +59 at 101. If the market declines to 99, the net call delta of the position will be +43. In this context, the trader takes advantage of selling out the long deltas manufactured on the way up and buying in the shorts manufactured on
the way down for a small profit on each trade.