SimpleFunctions
PolymarketJun 30, 202652 days left

Will Silver (SI) settle at $60-$70 in June?

This contract is priced at 15¢ on Polymarket. Current book: 14¢ bid, 15¢ ask, 1¢ spread.

Implied probability

15¢
$58K volume
$10K liquidity
11% of event volume

Event outcomes

8

Family volume

$528K

Best sibling

>$115 9¢

Ticker

0x4b062c82…44f8

Market snapshot

$60-$70 in market context.

This page tracks the Polymarket contract for Will Silver (SI) settle at $60-$70 in June?. The displayed quote is 15¢ from the latest venue quote. The cached market record reports 24h volume of $563. In the What will Silver (SI) settle at in June? family, this outcome ranks #3 of 8 by current quote across 8 sibling outcomes. The indicator bundle was refreshed May 9, 2026, 5:08 AM UTC.

Outcome

$60-$70

Family rank

#3 of 8

Venue

Polymarket

Current quote

15¢

Quote source

Latest venue quote

Timing

Listed until Jun 30, 2026

24h volume

$563

Family context

8 outcomes · What will Silver (SI) settle at in June?

Quote range

3¢-23¢

Family leader

$70-$80 23¢

Last updated

May 9, 2026, 5:08 AM UTC · 6m ago

Venue identifier: 0x4b062c82af15ed00e6f2085e41250e48d057cc951adccacad30c976e3f7e44f8. Family volume: $528K.

Price history

15¢ current

25¢50¢75¢100¢
Apr 9, 2026May 8, 2026

Orderbook snapshot

14 / 15¢

Polymarket
1¢ spread
BidSize
14¢120
14¢20
14¢632
13¢256
13¢17
13¢20
10¢21
6¢300
AskSize
15¢120
15¢66
15¢33
16¢80
16¢120
17¢24
18¢58
20¢17

Contract terms

Resolution, venue, and identifiers.

Resolution rules

This market will resolve according to the official CME settlement price for the Active Month of Silver futures on the final trading day of June 2026. If the reported value falls exactly between two brackets, then this market will resolve to the higher range bracket. If the final trading day of the month is shortened (for example, due to a market-holiday schedule), the official settlement price published for that shortened session will still be used for resolution. If no settlement price is published for that session, the market will use the most recent published settlement for the Active Month during June. For CME Silver (SI) futures contracts, the Active Month is the nearest of CME's designated delivery-cycle months (March, May, July, September, December) that is not the spot month. The Active Month becomes a non-active month effective on its First Position Date, at which point the next eligible contract month becomes the Active Month. 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 the relevant 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 Silver (SI) futures.

Venue

Polymarket

Closes

Jun 30, 2026

Identifier

0x4b062c82…44f8

Indicators

Yield, cliff risk, volatility, and regime.

IY (Yes)

3994.0%

IY (No)

124.4%

Adj IY

3994%

CRI

6

RV

873%

VR

1.40

Regime

neutral

Score

0.5

Full indicator table

3994.0%
124.4%
Adj IY
3994%
6
RV
873%
VR
1.40
IAR
1.2/h
Overround
0.0%

Odds pages

Related prediction questions

Browse odds

Related readings

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

Browse library
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

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.

Blogmacro

Petrodollar System in 2026: BRICS Oil Trading, Yuan, and What Prediction Markets Are Pricing In

Deep dive on the petrodollar system in 2026, BRICS oil trading and yuan contracts, and what prediction markets are pricing for dollar dominance by 2030.

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.

SimpleFunctions context

Index, screen, query, and monitor.

Open index