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Harbor Commodity All-Weather Strategy ETF HGER

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Market datapartial · fetched 2026-10-23T02:21:47.697Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:16:07.213989193Z

FundamentalsAlpha Vantage · unavailable

Share price$36.49
1D-0.4%
AH$35.75$35.87$35.99$36.11$36.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHGER
Sold putSold callAH

Harbor Commodity All-Weather Strategy ETF options

Live interpolated HGER call and put midpoint premiums by absolute delta.Harbor Commodity All-Weather Strategy ETF$0.48$2.33$4.18$6.04$7.89$31.18$33.59$36.00$38.42$40.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HGER spot · $36.49HGER PRICE$0.68$0.71$0.76$0.82$0.88$0.94$1.00$1.06$1.12$1.18$1.24$1.31$1.37$0.71$0.78$0.88$0.98$1.08$1.25$1.44$1.76$2.26$2.77$3.54$4.77$7.35
PutsExpensive1.40×
CallsCheap0.92×
SkewBearish+12.13 pp
Implied moveBearish±$2.44
TiltBearish38.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.4765.1%21.0%32.3757.6%13.2%
25Δ40.6649.8%13.4%33.7347.8%9.7%
30Δ39.2341.7%9.6%34.6242.4%7.5%
35Δ38.4737.0%7.7%35.3038.4%5.9%
40Δ37.8132.7%6.0%35.8835.0%4.6%
45Δ37.1628.5%4.4%36.3333.7%3.9%
50Δ36.8426.1%3.7%36.7633.0%3.2%
55Δ36.6224.2%3.3%37.2534.1%2.7%
60Δ36.4122.4%2.8%37.8337.5%2.5%
65Δ36.1920.6%2.4%38.4739.6%2.1%
70Δ35.9818.7%2.0%39.3643.5%1.8%
75Δ35.7616.9%1.6%40.6750.0%1.6%
80Δ35.5515.0%1.2%43.3063.9%1.5%

20Δ

Calls
Pseudo strike
43.47
IV
65.1%
B/E move
21.0%
Puts
Pseudo strike
32.37
IV
57.6%
B/E move
13.2%

25Δ

Calls
Pseudo strike
40.66
IV
49.8%
B/E move
13.4%
Puts
Pseudo strike
33.73
IV
47.8%
B/E move
9.7%

30Δ

Calls
Pseudo strike
39.23
IV
41.7%
B/E move
9.6%
Puts
Pseudo strike
34.62
IV
42.4%
B/E move
7.5%

35Δ

Calls
Pseudo strike
38.47
IV
37.0%
B/E move
7.7%
Puts
Pseudo strike
35.30
IV
38.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
37.81
IV
32.7%
B/E move
6.0%
Puts
Pseudo strike
35.88
IV
35.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
37.16
IV
28.5%
B/E move
4.4%
Puts
Pseudo strike
36.33
IV
33.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
36.84
IV
26.1%
B/E move
3.7%
Puts
Pseudo strike
36.76
IV
33.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
36.62
IV
24.2%
B/E move
3.3%
Puts
Pseudo strike
37.25
IV
34.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
36.41
IV
22.4%
B/E move
2.8%
Puts
Pseudo strike
37.83
IV
37.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
36.19
IV
20.6%
B/E move
2.4%
Puts
Pseudo strike
38.47
IV
39.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
35.98
IV
18.7%
B/E move
2.0%
Puts
Pseudo strike
39.36
IV
43.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
35.76
IV
16.9%
B/E move
1.6%
Puts
Pseudo strike
40.67
IV
50.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
35.55
IV
15.0%
B/E move
1.2%
Puts
Pseudo strike
43.30
IV
63.9%
B/E move
1.5%

Options history

No recorded observations