Harbor Commodity All-Weather Strategy ETF (HGER) Expected Move

Tracking the HGER expected move helps you see how far Harbor Commodity All-Weather Strategy ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Harbor Commodity All-Weather Strategy ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the HGER expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For HGER, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The HGER expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Harbor Commodity All-Weather Strategy ETF is unlikely to go.

HGER attempts to diversify efficiently across commodities to target the most sensitive to US-CPI. Selection begins with the 24 most liquid commodity futures, scored for economic significance and quality, considering open interest, holding and trading costs, and inflation sensitivity. The index holds at least 15 commodity futures with weights ranging 2-20%, except gold which can have up to 40% weight. A proprietary scarcity debasement indicator determines the type of inflationary environment, to which the allocation to gold is adjusted accordingly. The index is reconstituted and rebalanced quarterly.

Index calculation is based on total return, which includes the futures returns plus returns from managing the funds cash collateral. The fund invests using excess return swaps through a wholly owned Cayman Islands subsidiary, avoiding K-1 tax forms. Before March 6, 2023, the fund traded as the Harbor All-Weather Inflation Focus ETF and tracked the Harbor Inflation Index.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the HGER expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Harbor Commodity All-Weather Strategy ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about HGER.