SimpleFunctions

Saleh Kassim to win Tom Welland vs Saleh Kassim

Saleh Kassim is priced at 15¢ on Kalshi. Current book: 13¢ bid, 15¢ ask, 2¢ spread. This outcome ranks #2 of 2 inside Tom Welland vs Saleh Kassim Winner.

Price history

15¢ current

+12¢
0¢10¢
May 28, 2026May 28, 2026

Contract brief

If Saleh Kassim wins the Tom Welland vs Saleh Kassim boxing match originally scheduled for May 29, 2026, then the market resolves to Yes.

Outcome

Saleh Kassim

Rank

#2 of 2

Leader

Tom Welland 84¢

Range

13¢-84¢

Family volume

$406

Identifier

KXBOXING-26MAY29WELLANKASSIM-KASSIM

May 28, 2026, 6:08 PM UTC · 1m ago

Implied probability

15¢
Latest venue quote
May 28, 2026, 6:08 PM UTC · 1m ago

Bid

13¢

Ask

15¢

Spread

24h volume

$206

Family rank

#2 of 2

2 outcomes · Tom Welland vs Saleh Kassim Winner

Closes

Jun 12, 2026

Family volume

$406

Orderbook snapshot

13 / 15¢

Kalshi
2¢ spread
BidSize
13¢807
12¢1.3K
11¢369
10¢3.0K
9¢1.0K
AskSize
15¢1.0K
16¢168
17¢2.0K
18¢2.0K
20¢1.0K

Contract terms

What resolves this market.

YES condition

If Saleh Kassim wins the Tom Welland vs Saleh Kassim boxing match originally scheduled for May 29, 2026, then the market resolves to Yes.

Venue

Kalshi

Closes

Jun 12, 2026

Identifier

KXBOXING-26MAY29WELLANKASSIM-KASSIM

SF Signal
SF Index
8122.81
Regime
neutral

Event family

Tom Welland vs Saleh Kassim Winner.

The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.

Total volume

$406

Outcomes

2

Highest price

Tom Welland 84¢

Current share

51%

Indicators

Yield, cliff risk, volatility, and regime.

Regime

neutral

Score

0.5

Full indicator table

16245.6%
362.7%
Adj IY
8123%
7

Related readings

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

Browse library
Opinioncomparison

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.

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.

Technicalguide

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.

Opinionanalysis

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.

Blogmarkets

Prediction Market Orderbook Analysis: Reading Depth, Spread, and Liquidity

How to read prediction market orderbooks. Binary settlement, spread-as-percentage, depth asymmetry, executable edge calculation, and cross-venue arbitrage analysis.

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.

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.