Queretaro to win Pachuca vs Queretaro
Queretaro is priced at 15¢ on Kalshi. Current book: 14¢ bid, 15¢ ask, 1¢ spread. This outcome ranks #3 of 3 inside Pachuca vs Queretaro Winner.
Price history
15¢ current
+4¢Contract brief
If Queretaro wins the Pachuca vs Queretaro professional Liga MX soccer game originally scheduled for Jul 26, 2026 after 90 minutes plus stoppage time (does not include extra time or penalties), then the market resolves to Yes.
Outcome
Queretaro
Rank
#3 of 3
Leader
Pachuca 62¢
Range
14¢-62¢
Family volume
$15K
Identifier
KXLIGAMXGAME-26JUL26PACQUE-QUE
Jul 25, 2026, 11:38 AM UTC · 4m ago
Implied probability
Bid
14¢
Ask
15¢
Spread
1¢
24h volume
$9K
Family rank
#3 of 3
3 outcomes · Pachuca vs Queretaro Winner
Closes
Aug 10, 2026
Family volume
$15K
Orderbook snapshot
14 / 15¢
Contract terms
What resolves this market.
YES condition
If Queretaro wins the Pachuca vs Queretaro professional Liga MX soccer game originally scheduled for Jul 26, 2026 after 90 minutes plus stoppage time (does not include extra time or penalties), then the market resolves to Yes.
Venue
Kalshi
Closes
Aug 10, 2026
Identifier
KXLIGAMXGAME-26JUL26PACQUE-QUE
Event family
Pachuca vs Queretaro Winner.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$15K
Outcomes
3
Highest price
Pachuca 62¢
Current share
56%
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.5
Full indicator table
Related readings
Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.
Kalshi vs Polymarket: Mechanics, Fees, Regulation, Liquidity (2026)
Side-by-side comparison of Kalshi and Polymarket in 2026. Fee math, calibration data, withdrawal speed, and a decision tree for picking the right venue.
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.
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.
Kalshi vs Polymarket: A Developer's Comparison of APIs, Orderbooks, and Liquidity
Data-driven comparison of Kalshi and Polymarket APIs, orderbooks, rate limits, and liquidity. Code examples for building on both prediction markets.
Maker / Taker Regime in Prediction Markets: How to Read the Orderbook State
Three regime states (maker-dominated, taker-dominated, neutral) and how to read which one a Kalshi or Polymarket contract is in. Strategy follows regime, not thesis.
Liquidity Availability Is the Real Edge in Prediction Markets
Implied yield, cliff risk, and overround all describe what to trade. Liquidity Availability Score describes whether the orderbook can absorb the trade. Why LAS is the indicator that decides who actually books P&L.
SimpleFunctions context
Index, screen, query, and monitor.
Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
Filter adjacent contracts by volume, expiry, IY, CRI, venue, and theme.
Event Probability API
Read 15% 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.