Harbor Commodity All-Weather Strategy ETF (HGER) Historical Volatility

Tracking HGER historical volatility helps you see how much Harbor Commodity All-Weather Strategy ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Harbor Commodity All-Weather Strategy ETF's HV tells you what really happened. Use our scanner to monitor HGER 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The HGER 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Harbor Commodity All-Weather Strategy ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Harbor Commodity All-Weather Strategy ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where HGER HV is running hot, cold, or in line. Make the HGER 30 day historical volatility — and every other window — work for your edge instead of against it.