Will July 10 be the day with the most transit calls through the Strait of Hormuz (7/6 - 7/12)
Leader sits at 11% across 6 bound outcomes, runner-up at 11%. This is a winner-take-all market — the headline is the leader’s price, not an arithmetic mean.
Leader probability
August 19
Outcomes
6
winner-take-all
Runner-up
11¢
August 20
Spread
0pp
contested
24h volume
$1
thin orderbook
Closes
Aug 25, 2026
6 days
Venue
Kalshi
6 bound
30-day trend
Bracket family
How the bracket ladder is priced.
Each row is one outcome on the venue. Sorted by 24h volume — the heaviest book is at the top.
Cluster 1
Will August
Will August 22 be the day with the most transit calls through the Strait of Hormuz (8/17 - 8/23)?: August 22
KXHORMUZMAX-26AUG23-AUG22
Will August 23 be the day with the most transit calls through the Strait of Hormuz (8/17 - 8/23)?: August 23
KXHORMUZMAX-26AUG23-AUG23
Will August 21 be the day with the most transit calls through the Strait of Hormuz (8/17 - 8/23)?: August 21
KXHORMUZMAX-26AUG23-AUG21
Will August 20 be the day with the most transit calls through the Strait of Hormuz (8/17 - 8/23)?: August 20
KXHORMUZMAX-26AUG23-AUG20
Will August 19 be the day with the most transit calls through the Strait of Hormuz (8/17 - 8/23)?: August 19
KXHORMUZMAX-26AUG23-AUG19
Will August 18 be the day with the most transit calls through the Strait of Hormuz (8/17 - 8/23)?: August 18
KXHORMUZMAX-26AUG23-AUG18
Analysis
This contract resolves based on which single day between July 6-12 records the highest number of transit calls through the Strait of Hormuz, a critical shipping chokepoint. The 14% probability for July 10 reflects relatively even distribution across the week, with no day commanding overwhelming odds. Transit volumes through the strait fluctuate based on shipping schedules, port congestion, geopolitical events, and weather patterns. July 10 sits in the middle of the measurement window, neither advantaged by typical week-start clustering nor disadvantaged by weekend effects. The contract resolves definitively once official transit data becomes available post-week, making this primarily a question of predicting routine maritime traffic patterns rather than rare events. Current low trading volume across all daily contracts suggests limited conviction among traders about any particular day's dominance.
- ›Historical shipping patterns show whether midweek days (July 9-10) typically exceed early-week transit volumes
- ›Scheduled port maintenance or reported congestion at major Gulf terminals during this specific week
- ›Geopolitical developments affecting transit risk premiums or voluntary routing decisions by shipping companies
- ›Weather conditions in the strait during July 9-10 relative to adjacent days
- ›Current order books and vessel scheduling data for major shipping lines operating through the corridor
What moved the line
- Aug 17August 19↑4pp7→11¢ · Kalshi
- Aug 17August 20↑4pp7→11¢ · Kalshi
- Aug 17August 21↑4pp7→11¢ · Kalshi
- Aug 18August 22↓3pp7→4¢ · Kalshi
- Aug 18August 23↓3pp8→5¢ · Kalshi
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These markets stopped trading. Last odds and any captured outcome are shown above — full settlement detail lives at the venue.
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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.
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