To profit from changes in implied volatility, you can use a delta-neutral option in combination with other options or financial instruments to create a volatility arbitrage strategy.
One way to do this is to sell a delta-neutral option and use the proceeds to buy a portfolio of options or other financial instruments that are sensitive to changes in implied volatility. For example, you could sell a delta-neutral call option and use the proceeds to buy a call option with a higher vega, which is a measure of an option's sensitivity to changes in implied volatility. If the implied volatility of the underlying asset increases, the value of the call option with a higher vega will increase, offsetting any losses from the delta-neutral option.
Alternatively, you could sell a delta-neutral call option and use the proceeds to buy a put option with a higher vega. If the implied volatility of the underlying asset decreases, the value of the put option with a higher vega will increase, offsetting any losses from the delta-neutral option.