Will the WTI crude oil settlement price be above 100.99 USD/Bbl on May 27, 2026
Will the WTI crude oil settlement price be above 100.99 USD/Bbl on May 27, 2026 is priced at 1¢ on Kalshi. Current book: 0¢ bid, 100¢ ask, 100¢ spread. This page tracks a standalone prediction-market contract.
Price history
1¢ current
−39¢Contract brief
If the daily settlement price for WTI crude oil(July 2026 contract) on May 27, 2026 is above 100.99 USD/Bbl, then the market resolves to Yes.
Outcome
Will the WTI crude oil settlement price be above 100.99 USD/Bbl on May 27, 2026
Rank
Standalone
Leader
—
Range
—
Family volume
$3K
Identifier
KXWTI-26MAY2714-T100.99
May 28, 2026, 1:32 PM UTC · 0m ago
Implied probability
Bid
0¢
Ask
100¢
Spread
100¢
24h volume
$25
Family rank
Standalone
Standalone contract
Closes
May 27, 2026
Family volume
$3K
Orderbook snapshot
0 / 100¢
Contract terms
What resolves this market.
YES condition
If the daily settlement price for WTI crude oil(July 2026 contract) on May 27, 2026 is above 100.99 USD/Bbl, then the market resolves to Yes.
Venue
Kalshi
Closes
May 27, 2026
Identifier
KXWTI-26MAY2714-T100.99
Event family
This market.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$3K
Outcomes
1
Highest price
Will the WTI crude oil settlement price be above 100.99 USD/Bbl on May 27, 2026 1¢
Current share
100%
Indicators
Yield, cliff risk, volatility, and regime.
Regime
taker
Score
0.636
Observability
direct
Event type
financial
Related readings
Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.
Venezuela Oil Production, PDVSA 2026 Sanctions & Prediction Markets: What the Odds Are Really Pricing In
In-depth analysis of Venezuela oil production and PDVSA through 2026, U.S. sanctions and Chevron licenses, China/Russia oil-for-loans, infrastructure constraints, and how prediction markets are pricing future Venezuelan supply.
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.
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.
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.
Volatility Arbitrage in Prediction Markets: Why Political Favorites Above 60¢ Are Systematically Underconfident
A binary contract at price p has variance p(1-p). Le 2026 (292M trades) finds political markets underconfident at slopes 0.93-1.83 — meaning a 70¢ contract corresponds to a true probability near 83%. Four systematic vol-arb trades follow from the calibration evidence.
US Oil Sanctions on Venezuela, Iran, and Russia in 2026: How Prediction Markets Are Pricing the Next Shock
A deep-dive into US oil sanctions on Venezuela, Iran, and Russia heading into 2026—covering Trump 2.0 policy, secondary sanctions, shadow fleets, global oil balances, European energy security, India/China behavior, and how prediction markets are pricing the next shock.
SimpleFunctions context
Index, screen, query, and monitor.
Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
Filter adjacent contracts by volume, expiry, IY, CRI, venue, and theme.
Event Probability API
Read 1% 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
Map a thesis or exposure to candidate event markets and monitoring paths.
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.