SimpleFunctions

Seattle, WA · Will Waymo operate ride-hailing

Seattle, WA is priced at 39¢ on Kalshi. Current book: 34¢ bid, 39¢ ask, 5¢ spread. This outcome ranks #7 of 10 inside Will Waymo operate ride-hailing.

Price history

39¢ current

+37¢
0¢25¢50¢75¢
May 13, 2026May 27, 2026

Contract brief

If Waymo is operating commercial autonomous vehicle ride-hailing services available to the general public within Seattle, WA before Jan 1, 2027, then the market resolves to Yes.

Outcome

Seattle, WA

Rank

#7 of 10

Leader

San Diego, CA 79¢

Range

27¢-79¢

Family volume

$43

Identifier

KXWAYMOCITY-26DEC-SEA

May 27, 2026, 5:38 PM UTC · 23m ago

Implied probability

39¢
Latest venue quote
May 27, 2026, 5:38 PM UTC · 23m ago

Bid

34¢

Ask

39¢

Spread

24h volume

$12

Family rank

#7 of 10

10 outcomes · Will Waymo operate ride-hailing

Closes

Dec 31, 2026

Family volume

$43

Orderbook snapshot

34 / 39¢

Kalshi
5¢ spread
BidSize
34¢20
33¢5
32¢500
27¢105
11¢284
AskSize
39¢562
44¢189
46¢150
47¢100
53¢20

Contract terms

What resolves this market.

YES condition

If Waymo is operating commercial autonomous vehicle ride-hailing services available to the general public within Seattle, WA before Jan 1, 2027, then the market resolves to Yes.

Venue

Kalshi

Closes

Dec 31, 2026

Identifier

KXWAYMOCITY-26DEC-SEA

SF Signal
SF Index
325.18
Regime
neutral

Indicators

Yield, cliff risk, volatility, and regime.

IY (Yes)

325.2%

IY (No)

86.3%

Adj IY

325%

CRI

2

RV

181%

VR

0.99

Regime

neutral

Score

0.432

Observability

medium

Event type

financial

Full indicator table

325.2%
86.3%
Adj IY
325%
2
RV
181%
VR
0.99
IAR
0.4/h
Overround
4.0%

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.

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.

Blogtech

MCP Servers for Prediction Markets: Connect Claude Code to Kalshi and Polymarket

Connect Claude Code, Cursor, or Cline to Kalshi and Polymarket prediction markets via MCP. One-line setup, 18 tools, real-time market data for AI agents.

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.