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, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, HGER's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. HGER's 30 day historical volatility, or HGER HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing HGER's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

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.