You will not be adding any risk, just moving your May contract to June. The trade should be very similar to the one you had on with a lot more liquidity. Based on your screenshot you are long 1 May contract and short 1 Aug contract. So if you sell 1 GC May/Jun calendar you will now be flat the May contract, long 1 Jun contract and short 1 Aug contract (long the Jun/Aug spread). Make sure you use the CME directed spreads when sending these orders. After you sell the May21/Jun21 calendar pull up the Jun/Aug spread (Directed) in TWS and you should be long 1 (it can be buggy and might not recognize it right away) and can trade out of it. If TWS doesn't recognize it just make sure you are long 1 Jun21 and short 1 Aug21 contract before trading out with the Jun/Aug spread.