4/23/18 soared by +1.47 to 59.87. That surge in the component closed the "Gap" to +7.68 with the KKKs being premium to the component. The model calculates that it only takes an average daily gain in the component of +0.52 to close that "Gap". I think that is still a tall order so I am still short the KKKs. I have scalped out and back in again today.

And I still have my boat well loaded with calendar spreads. Today I added another long Q/V spread at 11.70.

Best wishes,

dhm