Will fewer than 180 ships transit the Bab el-Mandeb Strait between August 3-August 9
Will fewer than 180 ships transit the Bab el-Mandeb Strait between August 3-August 9 is priced at 54¢ on Polymarket. Current book: 53¢ bid, 54¢ ask, 1¢ spread. This page tracks a standalone prediction-market contract.
Price history
54¢ current
Contract brief
This market will resolve according to the total number of transit calls that IMF Portwatch reports for the Bab el-Mandeb Strait for all days from August 3, 2026, through August 9, 2026, inclusive. Transit calls include container, dry bulk, roll-on/roll-off, general cargo, and tanker ships. Ships not reported by IMF Portwatch will not be considered. This market will resolve as soon as all relevant data has been published. If the relevant data is not published within 14 calendar days of the specified date, this market will resolve based on the most recent data published up to that point. In case of obvious data integrity issues (i.e., erroneous data), the market may remain open until the end of the third calendar day (ET) after the date on which such data is first released to allow for corrections. Data integrity issues refer only to clerical or other similar errors in the underlying data, and do not include cases where IMF Portwatch differs from alternative sources. Only revisions to previously published data points made before all relevant data has been published will be considered. The resolution source for this market will be IMF PortWatch, specifically the “Arrivals of Ships” data published for the Bab el-Mandeb Strait at https://portwatch.imf.org/pages/6b1814d64903461b98144a6cc25eb79c.
Outcome
Will fewer than 180 ships transit the Bab el-Mandeb Strait between August 3-August 9
Rank
Standalone
Leader
—
Range
—
Family volume
$9K
Identifier
0x3cffb76a...c684
Aug 9, 2026, 8:48 PM UTC · 0m ago
Implied probability
Bid
53¢
Ask
54¢
Spread
1¢
24h volume
$461
Family rank
Standalone
Standalone contract
Closes
Aug 9, 2026
Family volume
$9K
Orderbook snapshot
53 / 54¢
Contract terms
What resolves this market.
YES condition
This market will resolve according to the total number of transit calls that IMF Portwatch reports for the Bab el-Mandeb Strait for all days from August 3, 2026, through August 9, 2026, inclusive. Transit calls include container, dry bulk, roll-on/roll-off, general cargo, and tanker ships. Ships not reported by IMF Portwatch will not be considered. This market will resolve as soon as all relevant data has been published. If the relevant data is not published within 14 calendar days of the specified date, this market will resolve based on the most recent data published up to that point. In case of obvious data integrity issues (i.e., erroneous data), the market may remain open until the end of the third calendar day (ET) after the date on which such data is first released to allow for corrections. Data integrity issues refer only to clerical or other similar errors in the underlying data, and do not include cases where IMF Portwatch differs from alternative sources. Only revisions to previously published data points made before all relevant data has been published will be considered. The resolution source for this market will be IMF PortWatch, specifically the “Arrivals of Ships” data published for the Bab el-Mandeb Strait at https://portwatch.imf.org/pages/6b1814d64903461b98144a6cc25eb79c.
Venue
Polymarket
Closes
Aug 9, 2026
Identifier
0x3cffb76a…c684
Event family
This market.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$9K
Outcomes
1
Highest price
Will fewer than 180 ships transit the Bab el-Mandeb Strait between August 3-August 9 54¢
Current share
100%
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.5
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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.