SimpleFunctions

Crude Oil (CL) settle over $63 on the final trading day of June 2026

$63 is priced at 97¢ on Polymarket. Current book: 97¢ bid, 99¢ ask, 2¢ spread. This outcome ranks #3 of 12 inside Crude Oil (CL) above ___ end of June?.

Price history

97¢ current

+5¢
90¢95¢100¢
May 10, 2026Jun 7, 2026

Contract brief

This market will resolve to "Yes" if the official CME settlement price for the Active Month of Crude Oil futures on the final trading day of June 2026 is higher than the listed price. Otherwise, the market will resolve to "No". For CME Crude Oil (CL) futures contracts, the active month is the nearest of the contract months listed. The active month becomes a non-active month effective two business days prior to the spot month expiration. For example; if the spot month expires on a Friday the next listed contract will be considered the Active Month on the Wednesday prior to the spot month expiration. Only the Active Month's official settlement price published by CME Group will be considered. Intraday trades, highs, lows, bids, offers, midpoint values, or indicative prices do not count. Note that the settlement price may differ from the last traded price. CME's methodology to determine the settlement price can vary by commodity and contract. Only days during June on which CME publishes an official settlement price for the Active Month will be included. Days without settlement prices (weekends, holidays, or market closures) are ignored. This market will resolve based on the settlement price as it appears on the CME settlement page at the time it is first published for that trading day, regardless of any later corrections or updates. The resolution source for this market is the CME Group website — specifically, the daily "Settlement" price for the Active Month of Crude Oil (CL) futures.

Outcome

$63

Rank

#3 of 12

Leader

$50 99¢

Range

52¢-99¢

Family volume

$134K

Identifier

0x3e09898e...ec3f

Jun 8, 2026, 6:38 AM UTC · 27m ago

Implied probability

97¢
Latest venue quote
Jun 8, 2026, 6:38 AM UTC · 27m ago

Bid

97¢

Ask

99¢

Spread

Reported volume

$9K

Family rank

#3 of 12

12 outcomes · Crude Oil (CL) above ___ end of June?

Closes

Jun 30, 2026

Family volume

$134K

Orderbook snapshot

97 / 99¢

Polymarket
2¢ spread
BidSize
97¢28
97¢52
96¢100
96¢11
95¢2.0K
92¢7
91¢1.3K
91¢300
AskSize
99¢300
99¢200
100¢4.5K
100¢375
100¢300
100¢75

Contract terms

What resolves this market.

YES condition

This market will resolve to "Yes" if the official CME settlement price for the Active Month of Crude Oil futures on the final trading day of June 2026 is higher than the listed price. Otherwise, the market will resolve to "No". For CME Crude Oil (CL) futures contracts, the active month is the nearest of the contract months listed. The active month becomes a non-active month effective two business days prior to the spot month expiration. For example; if the spot month expires on a Friday the next listed contract will be considered the Active Month on the Wednesday prior to the spot month expiration. Only the Active Month's official settlement price published by CME Group will be considered. Intraday trades, highs, lows, bids, offers, midpoint values, or indicative prices do not count. Note that the settlement price may differ from the last traded price. CME's methodology to determine the settlement price can vary by commodity and contract. Only days during June on which CME publishes an official settlement price for the Active Month will be included. Days without settlement prices (weekends, holidays, or market closures) are ignored. This market will resolve based on the settlement price as it appears on the CME settlement page at the time it is first published for that trading day, regardless of any later corrections or updates. The resolution source for this market is the CME Group website — specifically, the daily "Settlement" price for the Active Month of Crude Oil (CL) futures.

Venue

Polymarket

Closes

Jun 30, 2026

Identifier

0x3e09898e…ec3f

SF Signal
SF Index
52089.67
Regime
neutral

Indicators

Yield, cliff risk, volatility, and regime.

IY (Yes)

52.0%

IY (No)

54328.0%

Adj IY

52090%

CRI

32

RV

91%

VR

1.27

Regime

neutral

Score

0.5

Full indicator table

52.0%
54328.0%
Adj IY
52090%
32
RV
91%
VR
1.27
IAR
0.9/h
Overround
7.7%
LAS
0.04

Odds pages

Related prediction questions

Browse odds

Related readings

Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.

Browse library
Conceptmethodology

New Market Price Formation: The First 24 Hours of a Listed Contract

When a binary contract first lists, the price moves through four phases: maker seeding, discovery flow, tentative consensus, stable pricing. Trading rules and the maker opportunity in phases 1 and 2.

Opinionanalysis

Implied Yield vs Raw Probability: Why Bond-Adjacent Prediction Markets Need a Different Lens

Why fixed-income-adjacent prediction-market contracts need to be priced in implied yield, not raw probability, with two real Kalshi Fed-decision contracts as a case study.

Blogmarkets

Kalshi vs Polymarket: Which Prediction Market Should You Trade?

In-depth comparison of Kalshi and Polymarket for prediction market traders. Regulatory structure, liquidity, fees, API tooling, and cross-venue trading with SimpleFunctions.

Conceptmethodology

Pin Risk in Binary Settlements: When 0.50 Becomes 0.00 or 1.00

A binary at 50¢ at resolution settles to one of two corners with no gradient. The variance peaks at the middle and the only defense is to close. Worked example with FOMC.

Conceptmethodology

Tail-of-Day Pin Risk: Why Daily-Settled Contracts Move at 3:55 PM ET

Why daily-settled Kalshi binaries see a violent maker withdrawal at 3:55 PM ET, the structural reason makers cannot hedge a near-settlement binary, and where the maker opportunity is.

Conceptmethodology

Resolution Risk Premium: Pricing the Rule, Not the Outcome

When the resolution rule is fuzzy, the price is the market's estimate of how the rule will be interpreted, not the outcome's probability. Three case studies and the discount math.

SimpleFunctions context

Index, screen, query, and monitor.

Open index

How we compute these odds

SimpleFunctions aggregates live prediction-market contracts from Kalshi and Polymarket. Each slug groups contracts that resolve on the same underlying event, identified by venue event_id.

For binary slugs, the headline probability is the liquidity-weighted mid-price across all bound contracts. For multi-outcome slugs (e.g. elections with 3+ candidates), the headline is the leader’s price; we never arithmetically average disjoint outcomes — that would produce a number with no real-world meaning.

Snapshots refresh every 5 minutes during market hours; daily aggregates are computed at 04:00 UTC. The 30-day sparkline is drawn from per-ticker daily means stored in market_indicator_daily; 24h delta and movement events are derived from the same source.