Iran coup attempt by June 30
Liquidity-weighted aggregate sits at 3% across 1 Polymarket contracts.
Implied probability
Kalshi
—
not bound
Polymarket
3%
1 contract
Cross-venue gap
—
single venue
24h move
—
no pin
24h volume
$19K
1 contracts
Closes
Jun 30, 2026
11 days
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
Iran coup attempt by June 30
Iran coup attempt by June 30?
0x17c9de…e64b
Analysis
This 13% probability estimates the likelihood of a significant change in Iranian regime control or leadership by June 30, 2026—roughly two months away. The assessment reflects limited near-term expectations for successful coup activity, though geopolitical tensions and internal instability represent potential upside drivers. Downside pressure comes from the Iranian security apparatus's demonstrated capacity to suppress internal opposition and the absence of coordinated military or civilian movements with credible momentum. The resolution hinges on whether organized opposition forces—whether external actors like exiled groups or internal factions—can execute a sustained challenge to state authority. Key upcoming indicators include reports of military defections, large-scale street protests, or statements from significant power brokers suggesting regime fragility. The relatively short timeframe and modest probability suggest markets view a June 30 transition as possible but unlikely absent a major triggering event.
- ›Iranian security forces have historically contained domestic unrest; sustained organizational capacity among opposition groups would signal meaningful change risk
- ›Specific catalysts like coordinated military defection, regional conflict escalation, or major economic shock would be required to materially shift probabilities in such a short window
- ›Related markets price Reza Pahlavi entry at 4% and permanent US-Iran peace deals at 37%, suggesting investors see regime change as lower probability than diplomatic shifts
- ›Geographic control markers like Kharg Island occupation (priced at 12%) reflect uncertainty about territorial and institutional stability rather than imminent regime collapse
- ›The June 30 endpoint is arbitrary and creates inherent ambiguity; events that develop gradually post-deadline would not trigger resolution despite material regime stress
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These markets stopped trading. Last odds and any captured outcome are shown above — full settlement detail lives at the venue.
Lateral coverage
Thin contract — here's where the deeper coverage is.
This page aggregates 1 contract (3% headline). At low contract count, the price reflects two participants’ opinions, not a market consensus. The links below are heavier related questions where the orderbook signal is real.
Thicker comparable contracts
In iran
Related reading
Iran Regime Fall at 36%, Nuclear Deal at 50%: Divergent Middle East Scenarios
Prediction markets are pricing simultaneous 36% regime-collapse and 50% nuclear-deal odds for Iran, suggesting traders see extreme volatility and binary outcomes rather than gradual policy shifts.
Iran Uranium Enrichment Deal Odds Surge 20 Points
The probability that Iran agrees to end uranium enrichment by June 30 has jumped from 40¢ to 60¢, the largest single-day move in this contract. Trading volume is very high, suggesting a potential leak, official statement, or significant progress in talks.
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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