Will the Iranian regime survive U.S. military strikes
Liquidity-weighted aggregate sits at 97% across 1 Polymarket contracts.
Implied probability
Kalshi
—
not bound
Polymarket
97%
1 contract
Cross-venue gap
—
single venue
24h move
—
no pin
24h volume
$3K
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
Will the Iranian regime survive U.S. military strikes
Will the Iranian regime survive U.S. military strikes?
0xefc69f…c986
Analysis
This probability reflects traders' assessment that the Iranian regime would survive a scenario involving U.S. military strikes—currently priced at 31%, meaning markets give it roughly a one-in-three chance of enduring such an event. The pricing sits between 28% and 33% across venues, suggesting moderate confidence in the regime's resilience despite hypothetical military pressure. Key drivers include assessments of Iranian military capabilities, regime institutional depth, and international support networks versus U.S. military superiority and logistical reach. The most immediate uncertainty centers on the timeframe through May 31, where related contracts show sharper price divergence. Longer-dated contracts (through 2027) trade higher, indicating traders view survival probability as improving with extended timelines. The 5-percentage-point gap between venues reflects genuine disagreement on regime durability under kinetic pressure rather than data arrival.
- ›Contract pricing divergence by timeframe: May 31 expiry at 5¢ (95% fall probability) versus 2027 expiry at 22¢ (78% fall probability) indicates fundamental disagreement on regime collapse speed
- ›Trading volume concentration: Highest liquidity ($678K in 24h volume) on the shortest-dated May 31 contract suggests near-term uncertainty dominates market pricing
- ›Cross-venue gap of 5 percentage points with Kalshi consistently higher indicates systematic differences in how venues' trader bases model regime institutional resilience
- ›Related military scenario pricing: U.S. invasion probability at 34¢ suggests traders view invasion and regime survival as partially independent outcomes
- ›Temporal assumption testing: The extreme volatility between 1-month and 12-month survival probabilities reveals heavy dependence on assumption about conflict duration and intensity
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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 (97% 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 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.
US-Iran Diplomatic Hopes Collapse for Mid-June
The probability of a US-Iran diplomatic meeting by June 15 has collapsed by 39 points to just 3¢, and the June 16 contract is down 47 points to 6¢. This is the clearest signal that the market sees immediate, high-level talks as very unlikely, even as a broader peace deal is considered a certainty.
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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