What put gamma communicates is the total amount of dealer gamma (their accelerating directional exposure) modeled to be coming from put open interest (the total number of open put positions). 

For index products, put gamma is reported each day in the Founder's Notes so that it can be compared to how much call gamma is offsetting it for the overall calculation (determining whether we are in negative or positive market gamma) and how strong that is. 

As a reminder for the dynamics of gamma, strikes near the money (or short in duration) will have the most gamma. And therefore, gamma readings provide weightings based on this dynamic of gamma becoming weaker–as opposed to looking simply at the total or relative size comparisons in deltas (directional exposure) or open interest.