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Harbor Commodity All-Weather Strategy ETF HGER

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Market dataready · fetched 2026-10-24T19:16:01.520Z

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 · 2026-10-23T23:29:54.701888061Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T19:16:01.243224+00:00

Share price$36.08
1D+1.0%
AH$36.11$36.22$36.32$36.42$36.535:30 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$0.61$1.32$2.02$2.73$3.43$32.12$34.28$36.43$38.58$40.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HGER spot · $36.08HGER PRICE$0.69$0.74$0.80$0.88$0.96$1.05$1.16$1.27$1.46$1.65$2.14$2.94$3.23$0.70$0.75$0.81$0.90$0.99$1.09$1.19$1.29$1.39$1.48$1.57$1.67$1.76
PutsExpensive1.13×
CallsExpensive1.29×
SkewBullish-7.15 pp
Implied moveBalanced±$2.34
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.1468.4%21.5%32.0359.1%13.2%
25Δ40.4654.3%14.2%33.4147.9%9.5%
30Δ38.9645.9%10.2%34.3141.3%7.2%
35Δ38.1941.3%8.3%35.0036.8%5.5%
40Δ37.4136.7%6.3%35.4733.9%4.4%
45Δ36.8033.3%4.9%35.9431.0%3.4%
50Δ36.3731.2%4.0%36.2729.0%2.8%
55Δ35.9529.3%3.2%36.5727.0%2.2%
60Δ35.5928.9%2.7%36.8825.1%1.6%
65Δ35.2328.4%2.2%37.1223.3%1.2%
70Δ34.6632.2%2.0%37.3121.5%0.9%
75Δ33.8639.4%2.0%37.5119.7%0.7%
80Δ33.3937.2%1.5%37.7018.0%0.4%

20Δ

Calls
Pseudo strike
43.14
IV
68.4%
B/E move
21.5%
Puts
Pseudo strike
32.03
IV
59.1%
B/E move
13.2%

25Δ

Calls
Pseudo strike
40.46
IV
54.3%
B/E move
14.2%
Puts
Pseudo strike
33.41
IV
47.9%
B/E move
9.5%

30Δ

Calls
Pseudo strike
38.96
IV
45.9%
B/E move
10.2%
Puts
Pseudo strike
34.31
IV
41.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
38.19
IV
41.3%
B/E move
8.3%
Puts
Pseudo strike
35.00
IV
36.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
37.41
IV
36.7%
B/E move
6.3%
Puts
Pseudo strike
35.47
IV
33.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
36.80
IV
33.3%
B/E move
4.9%
Puts
Pseudo strike
35.94
IV
31.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
36.37
IV
31.2%
B/E move
4.0%
Puts
Pseudo strike
36.27
IV
29.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
35.95
IV
29.3%
B/E move
3.2%
Puts
Pseudo strike
36.57
IV
27.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
35.59
IV
28.9%
B/E move
2.7%
Puts
Pseudo strike
36.88
IV
25.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
35.23
IV
28.4%
B/E move
2.2%
Puts
Pseudo strike
37.12
IV
23.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
34.66
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
37.31
IV
21.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.86
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
37.51
IV
19.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.39
IV
37.2%
B/E move
1.5%
Puts
Pseudo strike
37.70
IV
18.0%
B/E move
0.4%

Options history

HGER19.5331.9244.322026-07-27: 24.52%2026-07-28: 24.17%2026-07-29: 24.78%2026-07-30: 25.28%2026-07-31: 25.25%2026-08-03: 24.91%2026-08-04: 25.21%2026-08-05: 24.51%2026-08-06: 25.85%2026-08-07: 24.94%2026-08-10: 24.83%2026-08-11: 25.65%2026-08-12: 25.72%2026-08-13: 26.50%2026-08-14: 26.29%2026-08-17: 28.43%2026-08-18: 31.29%2026-08-19: 36.64%2026-08-20: 42.61%2026-08-21: 23.27%2026-08-24: 22.70%2026-08-25: 22.42%2026-08-26: 22.27%2026-08-27: 22.44%2026-08-28: 23.02%2026-08-31: 21.24%2026-09-01: 23.66%2026-09-02: 24.11%2026-09-03: 23.62%2026-09-04: 23.71%2026-09-08: 25.35%2026-09-09: 24.83%2026-09-10: 27.52%2026-09-11: 27.22%2026-09-14: 29.51%2026-09-15: 32.77%Jul 27Sep 15
Table
DateIV
24.52%
24.17%
24.78%
25.28%
25.25%
24.91%
25.21%
24.51%
25.85%
24.94%
24.83%
25.65%
25.72%
26.50%
26.29%
28.43%
31.29%
36.64%
42.61%
23.27%
22.70%
22.42%
22.27%
22.44%
23.02%
21.24%
23.66%
24.11%
23.62%
23.71%
25.35%
24.83%
27.52%
27.22%
29.51%
32.77%