Dallas Renegades wins by over 20.5 points?
This contract is priced at 2¢ on Kalshi. Current book: 0¢ bid, 100¢ ask, 100¢ spread.
Implied probability
Event outcomes
1
Family volume
$1
Best sibling
—
Ticker
KXUFLSPREAD-26MAY09DALBHM-DAL21
Market snapshot
Dallas Renegades wins by over 20.5 points in market context.
This page tracks the Kalshi contract for Dallas Renegades wins by over 20.5 points?. The displayed quote is 2¢ from the latest venue quote. The cached market record reports reported volume of $1. It is currently represented as a standalone prediction-market contract. The indicator bundle was refreshed May 13, 2026, 5:34 PM UTC.
Outcome
Dallas Renegades wins by over 20.5 points
Family rank
—
Venue
Kalshi
Current quote
2¢
Quote source
Latest venue quote
Timing
Past listed close May 10, 2026
Reported volume
$1
Family context
Standalone contract
Quote range
—
Family leader
—
Last updated
May 13, 2026, 5:34 PM UTC · 0m ago
Venue identifier: KXUFLSPREAD-26MAY09DALBHM-DAL21. Family volume: $1.
Price history
2¢ current
Orderbook snapshot
0 / 100¢
Contract terms
Resolution, venue, and identifiers.
Resolution rules
If the Dallas Renegades wins by more than 20.5 points in the Dallas Renegades vs Birmingham Stallions professional UFL football game originally scheduled for May 9, 2026, then the market resolves to Yes.
Venue
Kalshi
Closes
May 10, 2026
Identifier
KXUFLSPREAD-26MAY09DALBHM-DAL21
Event family
This market.
This view keeps the individual contract next to its sibling outcomes. For long-tail search traffic, this is the useful context: where the current price sits inside the event, how much volume exists around the family, and which outcomes have actual depth.
Total volume
$1
Outcomes
1
Highest price
Dallas Renegades wins by over 20.5 points 2¢
Current share
100%
Dallas Renegades wins by over 20.5 points
kalshi · KXUFLSPREAD-26MAY09DALBHM-DAL21
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.5
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SimpleFunctions context
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Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
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Event Probability API
Read 2% as a structured event probability object for agents and apps.
Realtime Data API
Prices, orderbooks, movement, heat, and liquidity indicators across venues.
World State API
Compact market-aware context packets for agent sessions and scheduled refresh.
Hedging Workflows
Map a thesis or exposure to candidate event markets and monitoring paths.
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.