HIGH·BUY YES·macroApr 5, 2026

Hormuz Blockade Risk Massively Mispriced at Kalshi Gas Markets

Oil surged 12% today and Iran invasion odds hit 55¢ on Polymarket, yet Kalshi's gas price markets are pricing $4.14+ gas at just 3.5¢ and $4.16+ at 1¢. With Hormuz traffic markets also showing huge edge, the thesis is simple: Iran conflict risk has not been priced into near-term US gas markets at all. Buy every gas price strike above $4.13 on Kalshi — the edge here is 80-86 cents per contract.

edge83¢
horizon1w
directionBUY YES
markets4
Catalyst

Iran invasion odds at 55¢ on Polymarket; oil up 12% today — gas pump prices typically follow WTI with 1-2 week lag, with April 6 settlement window in play

Risk

Oil rally reverses on ceasefire diplomacy or Iran de-escalation before April 6 gas price measurement date

Referenced Markets

KALSHI·KXAAAGASW-26APR06-4.130Kalshi
Will average gas prices be above $4.130?
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KALSHI·KXAAAGASW-26APR06-4.140Kalshi
Will average gas prices be above $4.140?
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KALSHI·KXAAAGASW-26APR06-4.150Kalshi
Will average gas prices be above $4.150?
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KALSHI·KXAAAGASW-26APR06-4.160Kalshi
Will average gas prices be above $4.160?
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Execute with CLIsf ideas && sf book KXAAAGASW-26APR06-4.130

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