Will the minimum WTI front month settle price reach $80 by Dec 31, 2026
Will the minimum WTI front month settle price reach $80 by Dec 31, 2026 is priced at 99¢ on Kalshi. Current book: 0¢ bid, 100¢ ask, 100¢ spread. This page tracks a standalone prediction-market contract.
Price history
99¢ current
+31¢Contract brief
If ICE reports that the minimum price of oil (as defined exclusively by the set of WTI front-month settle prices) is below $80 between Issuance and Dec 31, 2026, then the market resolves to Yes.
Outcome
Will the minimum WTI front month settle price reach $80 by Dec 31, 2026
Rank
Standalone
Leader
—
Range
—
Family volume
$143K
Identifier
KXWTIMIN-26DEC31-T80
Jun 21, 2026, 5:19 AM UTC · 0m ago
Implied probability
Bid
0¢
Ask
100¢
Spread
100¢
Reported volume
$143K
Family rank
Standalone
Standalone contract
Closes
Jun 17, 2026
Family volume
$143K
Orderbook snapshot
0 / 100¢
Contract terms
What resolves this market.
YES condition
If ICE reports that the minimum price of oil (as defined exclusively by the set of WTI front-month settle prices) is below $80 between Issuance and Dec 31, 2026, then the market resolves to Yes.
Venue
Kalshi
Closes
Jun 17, 2026
Identifier
KXWTIMIN-26DEC31-T80
Event family
This market.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$143K
Outcomes
1
Highest price
Will the minimum WTI front month settle price reach $80 by Dec 31, 2026 99¢
Current share
100%
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.442
Observability
low
Event type
financial
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SimpleFunctions context
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Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
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Event Probability API
Read 99% 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
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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.