SimpleFunctions
4 source contracts·Kalshi 4·refreshed just now·Closes Jan 1, 2027 · 190d

Will Iran sabotage undersea internet cables by April 30

Liquidity-weighted aggregate sits at 16% across 4 Kalshi contracts.

Implied probability

16%
0%50%100%

Kalshi

16%

4 contracts

Polymarket

not bound

Cross-venue gap

single venue

24h move

no pin

24h volume

$5K

4 contracts

Closes

Jan 1, 2027

190 days

30-day trend

0%50%100%-30d-3w-2w-1wtodayAggregate: 47% (31 days, 31 points)Aggregate: 47% on 2026-06-25
Aggregate of 4 contracts · 31d

Bracket families

3 clusters across 4 contracts.

These contracts were grouped by title similarity. The headline aggregate combines all clusters; verify the cluster you actually need before quoting a number.

Heads-up — heterogeneous clusters

The top two clusters share only 20% of their title tokens — “Will the US” vs “Will the United States recognize Reza Pahlavi as the leader of Iran in 2026”. The headline aggregate weights both, so the number on this page is meaningful only if the clusters resolve to the same question.

Cluster 1

Will the US

2 contracts$2K

Cluster 2

Will the United States recognize Reza Pahlavi as the leader of Iran in 2026

1 contract$2K

Cluster 3

Who will be the next the head of state or government of Iran

1 contract$1K

Analysis

This market estimates a 20% chance that Iran will sabotage undersea internet cables by April 30, 2026. The probability reflects concern about escalating regional tensions, particularly given the related high-volume contracts on regime stability and potential U.S. military action, which are trading at very low prices (3-30¢). Cable sabotage would likely occur as a response to perceived threats or as part of broader conflict escalation. The current level suggests markets view direct Iranian action against infrastructure as unlikely in the near term, though geopolitical triggers—including developments in U.S.-Iran relations, regional military movements, or proxy activities—could shift this assessment significantly. The resolution deadline of April 30, 2026 means remaining uncertainty will collapse once the date passes or verified sabotage occurs.

  • Historical precedent: Iran or Iranian proxies have damaged submarine cables before (2022 incidents in Red Sea); current price reflects whether such actions resume
  • Correlation with regime-change contracts: The 3¢ price on Iranian regime fall by May 31 suggests markets assign very low probability to imminent systemic collapse that might trigger desperate infrastructure attacks
  • Escalation pathway: The 30¢ contract on U.S. invasion before 2027 represents the most concrete near-term trigger that could precipitate Iranian retaliation against critical infrastructure
  • Technical feasibility: Iran possesses known maritime capabilities and has demonstrated ability to locate and target underwater infrastructure; the question is political decision-making rather than capability
  • Seasonal/tactical timing: April 2026 falls within a specific window; markets are pricing the risk of sabotage during this defined period rather than assessing general vulnerability

What moved the line

  • Jun 18Before 202714pp6248¢ · Kalshi
  • Jun 20Before 20275pp4742¢ · Kalshi
  • Jun 22Before 20273pp4245¢ · Kalshi
  • Jun 23Before 20273pp4548¢ · Kalshi

Recently closed in iran

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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