His max delta would be just over 50k short futures contracts if he's delta-one on the high strike calls. Of course, by that time he'd get fired and the whole shenanigan would be unwound at fire-sale prices (pun intended).
sorry, my statement was to Marty, not you (posting from a small phone is challenging) The best trade to do on the follow is to sell 12p against delta, IMHO
Of course, since it's a risk reversal, what he holds at expiration is less then his maximum delta pivot. A totally realistic scenario is where he's got delta one(ish) against his 15s and VIX quickly rallies above the 25 strike