Below you will see some screen shots showing Nick's updates and projections; keep in mind this time nick is much more diversified into the months he has options sold and purchased. Generally he has purchased a few nearby options and sold deferred options. He also has used his idea's on where spreads go to decide how to position himself. His goal is no longer to stay 100,000 delta short. His system this time is trying to make about a million dollars in each of the grains; without huge margin exposure; watching his gamma risk and not building such a huge and unrealistic mountain if you will.
Check out his info below.