10/12/17 was up +$0.88 and the model projects that the component on yesterday's kill will jump between +0.65 and +0.95. The VVVs are trading premium of +1.31 over the component. The model calculates that the component will need to tack-on 87.0 cents in each of the next two data-days to close that "Gap''. Over the last 8-days it has gained an average of 65.4 cents per day.

I will go to cash settlement being short the VVVs but don't expect to gain nor lose much.

Best wishes,

dhm