Dollar delta converts abstract greeks into money. For an option position: delta x 100 x underlying price x contracts. For stock, it is simply the position value.
Example: 10 contracts with a 0.35 delta on a $80 stock gives 0.35 x 100 x 80 x 10 = $28,000 of dollar delta. A 1% move in the stock produces roughly $280 of profit or loss. That framing makes an options book comparable with a stock book, which raw delta does not.
It is also the honest way to see hidden size. A cheap zero-dte position costing $600 can carry $200,000 of dollar delta for an afternoon, which is the mechanism behind accounts that lose far more than the premium suggests in a fast move.
Related: beta-weighted-delta, notional-exposure, delta, zero-dte