Buy selling a put you have in effect sold vega, but by not hedging you are also long delta. If you want to do a vol play but don't want to hedge, you can sell a straddle and start delta neutral. For short dated options, its mostly gamma anyways so if you want a pure vega play you might sell an ATM straddle and a bunch of strangles at different strikes.


But if you don't want to hedge, then selling a straddle gives you range play and eliminates the directional element in being short a put and long delta.