US obtains Iranian enriched uranium by...
Leader sits at 28% across 2 bound outcomes, runner-up at 10%. This is a winner-take-all market — the headline is the leader’s price, not an arithmetic mean.
Leader probability
December 31
Outcomes
2
winner-take-all
Runner-up
10¢
May 31
Spread
18pp
contested
24h volume
$461K
liquid
Closes
Dec 31, 2026
241 days
Venue
Polymarket
2 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
US obtains Iranian enriched uranium by
Analysis
This probability represents the estimated likelihood that the United States will obtain Iranian enriched uranium through some form of agreement or military action by year-end 2026. The current 28% level reflects two competing forces: near-term contracts (May-June) priced much lower at 8-10%, suggesting skepticism about near-immediate resolution, while the December contract at 28% suggests meaningful possibility over the full year. Key drivers include ongoing negotiations status, Iran's willingness to engage in uranium transfers, and potential military or political escalation. The main catalyst is whether diplomatic talks yield concrete results in the next 6-12 months, as any agreement would likely require inspections, transfers, and verification. Markets are pricing in a low probability of quick resolution but non-trivial chance of arrangement by year-end.
- ›Current status of JCPOA revival negotiations and whether Iran and US resume direct talks on nuclear matters
- ›Iran's stated enrichment capacity and stockpile levels as verified by IAEA inspections
- ›Risk of military action against Iranian nuclear facilities or oil infrastructure (Kharg Island contracts suggest this scenario is priced separately)
- ›Historical precedent: previous US acquisition of nuclear material from other countries typically required formal agreements with inspections and staged transfers
- ›December 31, 2026 deadline creates natural time boundary; markets suggest 5-6 month extension from May deadlines reflects lower near-term probability
What moved the line
- Apr 28May 31↑12pp7→19¢ · Polymarket
- Apr 29May 31↓10pp19→9¢ · Polymarket
- Apr 29December 31↓5pp31→26¢ · Polymarket
- Apr 28December 31↑3pp28→31¢ · Polymarket
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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 2 contracts (28% 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 Military Operations Continue — Regime Stability at 8¢ for June, Oil Disruption Ongoing
The US military campaign against Iran continues with near-zero odds of operations ending in April (2¢) and only 33¢ for May. The Iranian regime itself is priced at 8¢ to fall by June 30, and Kharg Island seizure is at 12¢ for May 31. The Hormuz disruption is the key transmission mechanism to global markets.
Strait of Hormuz Normalization Reprices: May Contract Jumps +5¢ as Iran Tensions Evolve
The Strait of Hormuz traffic normalization by end of May jumped +5¢ to 39¢ while the April contract expired at 0¢. This repricing suggests traders see meaningful probability of a US-Iran deal or de-escalation within the next month, with direct oil market implications.
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.
Last updated on this page: 3 min ago.