SimpleFunctions
9 source contracts·Kalshi 6 + Polymarket 3·refreshed just now·Closes Jan 20, 2029 · 960d

US-Iran nuclear deal by April 30

Liquidity-weighted aggregate sits at 39% across 9 contracts. Kalshi at 43%, Polymarket at 33% — a 10pp cross-venue gap.

Implied probability

39%
0%50%100%

Kalshi

43%

6 contracts

Polymarket

33%

3 contracts

Cross-venue gap

10pp

wide divergence

24h move

no pin

24h volume

$264K

9 contracts

Closes

Jan 20, 2029

960 days

30-day trend

0%50%100%-30d-3w-2w-1wtodayAggregate: 33% (30 days, 30 points)Aggregate: 33% on 2026-06-05
Aggregate of 9 contracts · 30d

Cross-venue edge

Kalshi 43¢ · Polymarket 33¢ · 10pp spread

Buy on Polymarket (33¢, 3 contracts) and sell on Kalshi (43¢) — assuming both contracts settle on the same outcome.

Bracket families

3 clusters across 9 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 25% of their title tokens — “Will the US agree to a new Iranian nuclear deal” vs “US-Iran nuclear deal b”. The headline aggregate weights both, so the number on this page is meaningful only if the clusters resolve to the same question.

Analysis

The 36% probability reflects market expectations that the US and Iran will reach a new nuclear agreement by April 30, 2026—now just over one week away. The sharp decline in Kalshi's "before June" contract (4¢) compared to longer-dated agreements suggests most traders expect negotiations to either conclude quickly or stall past the April deadline. Market pricing is driven by the current state of diplomatic talks and stated timelines from negotiating parties. The single biggest catalyst is whether an agreement text is finalized and announced before April 30; if talks extend into May or later, this contract would likely resolve negatively, with probability shifting to the June 30 or 2027 contracts currently priced higher. The 10-percentage-point gap between venues may reflect different assessments of diplomatic momentum or data freshness across platforms.

  • Kalshi's April 30 contract at 4¢ (representing ~4% probability) versus the 36% aggregate for the same event indicates significant disagreement or volume concentration
  • The June 30 contract across venues averages around 25%, suggesting traders believe any deal is more likely in May-June than in the remaining April window
  • Polymarket consistently prices deals lower than Kalshi across comparable timeframes, a systematic 10pp gap that may reflect different trader bases or information sets
  • The current date is May 23, 2026—only 7 days remain until the April 30 resolution date, making the 36% probability a near-term test of active negotiations
  • No announced agreement has been reported as of May 23, while the longest-dated contracts (2027) trade at 50-58%, indicating baseline belief that deals are possible but not imminent

What moved the line

  • May 30US-Iran nuclear deal by June 30?9pp4940¢ · Polymarket
  • May 31Before September9pp4031¢ · Kalshi
  • May 30Before September7pp4740¢ · Kalshi
  • May 31Before August6pp3428¢ · Kalshi
  • May 31Before July5pp2015¢ · 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.

More like this

Other questions in iran.

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: just now.