Wanted gymnast caught on tenterhooks (4)
I believe the answer is:
edgy
'on tenterhooks' is the definition.
(I've seen this in another clue)
'wanted gymnast caught' is the wordplay.
'caught' indicates the answer is hidden within the clue (I've seen 'catches' mean this (the answer is caught in the clue)).
'EDGY' is hidden within 'wanted gymnast'.
(Other definitions for edgy that I've seen before include "Red shade" , "Keyed up" , "Anxious" , "Apprehensive" , "Nervous; jumpy" .)