SimpleFunctions

Before Aug 1, 2028 · Will Franklin Arias play in a game for any team in the MLB before

Before Aug 1, 2028 is priced at 69¢ on Kalshi. Current book: 69¢ bid, 70¢ ask, 1¢ spread. This outcome ranks #2 of 7 inside Will Franklin Arias play in a game for any team in the MLB before.

Price history

69¢ current

+67¢
0¢25¢50¢75¢
May 9, 2026May 24, 2026

Contract brief

If Franklin Arias plays for any MLB team in a regular season or playoff game before Aug 1, 2028, then the market resolves to Yes.

Outcome

Before Aug 1, 2028

Rank

#2 of 7

Leader

Before Nov 1, 2028 70¢

Range

22¢-70¢

Family volume

$75

Identifier

KXMLBDEBUT-FARIAS-28AUG01

May 24, 2026, 8:08 PM UTC · 20m ago

Implied probability

69¢
Latest venue quote
May 24, 2026, 8:08 PM UTC · 20m ago

Bid

69¢

Ask

70¢

Spread

24h volume

$21

Family rank

#2 of 7

7 outcomes · Will Franklin Arias play in a game for any team in the MLB before

Closes

Aug 1, 2028

Family volume

$75

Orderbook snapshot

69 / 70¢

Kalshi
1¢ spread
BidSize
100¢300
69¢9
4¢84
AskSize
70¢16
85¢100
96¢364
99¢459

Contract terms

What resolves this market.

YES condition

If Franklin Arias plays for any MLB team in a regular season or playoff game before Aug 1, 2028, then the market resolves to Yes.

Venue

Kalshi

Closes

Aug 1, 2028

Identifier

KXMLBDEBUT-FARIAS-28AUG01

SF Signal
SF Index
100.16
Regime
neutral

Indicators

Yield, cliff risk, volatility, and regime.

IY (Yes)

20.5%

IY (No)

101.6%

Adj IY

100%

CRI

2

RV

136%

VR

1.36

Regime

neutral

Score

0.5

Full indicator table

20.5%
101.6%
Adj IY
100%
2
RV
136%
VR
1.36
IAR
1.1/h
Overround
2.6%
LAS
0.01

Odds pages

Related prediction questions

Browse odds

Related readings

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

Browse library
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.

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.

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.

Conceptmethodology

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.

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.