SimpleFunctions

Before 2029 · KXBANTRANS-26

Before 2029 is priced at 36¢ on Kalshi. Current book: 36¢ bid, 42¢ ask, 6¢ spread. This page tracks a standalone prediction-market contract.

Price history

36¢ current

+8¢
25¢50¢75¢
May 27, 2026Jun 23, 2026

Contract brief

If US Supreme Court rules ban transgender girls and women from competing on female sports teams before Jan 1, 2029, then the market resolves to Yes.

Outcome

Before 2029

Rank

Standalone

Leader

Range

Family volume

$10

Identifier

KXBANTRANS-26

Jun 23, 2026, 10:08 AM UTC · 16m ago

Implied probability

36¢
Latest venue quote
Jun 23, 2026, 10:08 AM UTC · 16m ago

Bid

36¢

Ask

42¢

Spread

24h volume

$10

Family rank

Standalone

Standalone contract

Closes

Jan 1, 2029

Family volume

$10

Orderbook snapshot

36 / 42¢

Kalshi
6¢ spread
BidSize
36¢250
30¢12
28¢48
27¢442
26¢2
AskSize
42¢5
43¢500
45¢250
59¢238
60¢200

Contract terms

What resolves this market.

YES condition

If US Supreme Court rules ban transgender girls and women from competing on female sports teams before Jan 1, 2029, then the market resolves to Yes.

Venue

Kalshi

Closes

Jan 1, 2029

Identifier

KXBANTRANS-26

SF Signal
SF Index
70.32
Regime
maker

Event family

KXBANTRANS-26.

The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.

Total volume

$10

Outcomes

1

Highest price

Before 2029 36¢

Current share

100%

Indicators

Yield, cliff risk, volatility, and regime.

IY (Yes)

70.3%

IY (No)

22.3%

Adj IY

70%

CRI

2

RV

158%

VR

1.92

Regime

maker

Score

0.295

Observability

none

Event type

political

Full indicator table

70.3%
22.3%
Adj IY
70%
2
RV
158%
VR
1.92
IAR
0.4/h

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

Resolution Risk Premium: Pricing the Rule, Not the Outcome

When the resolution rule is fuzzy, the price is the market's estimate of how the rule will be interpreted, not the outcome's probability. Three case studies and the discount math.

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.