So you are looking for an options strategy that gives you negavtive delta and gamma but positive vega ? Then sounds like you need play different strategies out using the Options Lab, find it at http://www.TheOptionsLab.com choose any stock such as 'aapl' or 'rimm', then design the strategy you have in mind, make sure you pay attention to the full position's greeks.
Thanks for your information, just wondering about this phenomenon, in the above example, the crude oil market, how do i know who are investors in the market? how to I take their behaviour into account when i tried to formulate the option strategies?
You can look into the Commitment of Traders report, which may help. More directly, you can also look at the OVX, the Oil VIX, which is a volatility index based on options on USO. If you chart it against USO, you can get some ideas on their relationship.