Does a Higher Gamma Value Necessitate More Frequent Delta Hedging?

Yes, a higher Gamma value means that the option's Delta changes more rapidly for a given change in the underlying asset's price. To maintain a Delta-neutral portfolio, the market maker must adjust their hedge (rebalance) more frequently when Gamma is high.

This is why options near expiration or at-the-money options, which have high Gamma, require constant monitoring and rebalancing.