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Harbor Commodity All-Weather Strategy ETF HGER

i

Market dataready · fetched 2026-11-14T01:47:13.654Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-14T00:00:00.002121397Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T01:47:13.683494+00:00

Share price$33.62
1D-0.1%
AH$33.43$33.50$33.57$33.64$33.715:30 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$0.68$0.86$1.04$1.22$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHGER PRICE$0.70$0.70$0.70$0.72$0.76$0.80$0.85$0.90$0.96$1.01$0.70$0.70$0.70$0.74$0.73$0.94$1.14$1.35
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.84150.2%23.6%29.53126.2%14.3%
25Δ37.69110.4%14.2%31.0695.9%9.7%
30Δ36.0085.1%9.2%32.0376.2%6.8%
35Δ35.1070.6%6.5%32.5866.5%5.3%
40Δ34.5661.4%5.0%
45Δ34.0652.8%3.7%
50Δ33.7948.4%3.0%
55Δ33.5544.6%2.5%
60Δ33.3140.7%1.9%
65Δ33.0636.9%1.4%34.1223.5%0.7%
70Δ34.3725.1%0.6%
75Δ34.6126.7%0.5%
80Δ34.8528.3%0.3%

20Δ

Calls
Pseudo strike
40.84
IV
150.2%
B/E move
23.6%
Puts
Pseudo strike
29.53
IV
126.2%
B/E move
14.3%

25Δ

Calls
Pseudo strike
37.69
IV
110.4%
B/E move
14.2%
Puts
Pseudo strike
31.06
IV
95.9%
B/E move
9.7%

30Δ

Calls
Pseudo strike
36.00
IV
85.1%
B/E move
9.2%
Puts
Pseudo strike
32.03
IV
76.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
35.10
IV
70.6%
B/E move
6.5%
Puts
Pseudo strike
32.58
IV
66.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
34.56
IV
61.4%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
34.06
IV
52.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
33.79
IV
48.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
33.55
IV
44.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.31
IV
40.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
33.06
IV
36.9%
B/E move
1.4%
Puts
Pseudo strike
34.12
IV
23.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.37
IV
25.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.61
IV
26.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.85
IV
28.3%
B/E move
0.3%

Options history

IV · four-Friday blend32.77%
Daily close
HGER19.5%31.9%44.3%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%Aug 17Aug 31Sep 15
21 observations2026-08-17 — 2026-09-15
Table
DateIV (%)
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%