A short option position is short gamma, which means its delta moves the wrong way: you get shorter as price rises and longer as it falls. Losses compound rather than accumulate, and the effect grows explosively as expiration approaches and as strikes come into play.
This is why short premium trades that look tame for weeks can lose a month of income in an afternoon. Gamma is largest at the money and near expiry, so the most dangerous position in the book is usually the one closest to expiring at the strike.
Example: short ten XYZ $50 calls with three days left, XYZ at $49.50. Net delta is about −350 share-equivalents. XYZ rises to $51 and net delta becomes about −800. The first dollar cost you $350; the second cost closer to $600, and the third will cost more still.
Related: gamma, zero-dte, short-premium, gamma-exposure