Dumb question on delta-gamma hedging

[NeedToPass]

Say you write a call and want to delta-gamma hedge it by buying shares of the stock and another call with different strike price (ASM 10.5). When you equate the deltas, why isn't the delta of the call you wrote negative? Since you are short the call, shouldn't delta be negative?

[donny5k]

It's the difference between doing the problem as x + By = C or x + By - C = 0 where x is stock, y is the other call and B is the delta of the other call. You want the overall delta (and gamma) of the portfolio to be zero.

[NeedToPass]

Ah thanks. That makes sense. I think my brain is turning to mush...