SimpleFunctions
ClosedLast odds shown below are frozen at close (May 7, 2026). Future questions tracked on /odds.
4 contractsPolymarketclosed 1 d agoCloses May 6, 2026 · 0d

VfB Stuttgart vs. SC Freiburg - More Markets

Liquidity-weighted aggregate sits at 46% across 4 Polymarket contracts.

Implied probability

46%
0%50%100%

Kalshi

not bound

Polymarket

46%

4 contracts

Cross-venue gap

single venue

24h move

no pin

24h volume

$748

4 contracts

Closes

May 6, 2026

0 days

30-day trend

0%50%100%-30d-3w-2w-1wtodayAggregate: 35% (3 days, 3 points)Aggregate: 35% on 2026-05-06
Aggregate of 4 contracts · 3d

Bracket families

4 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 22% of their title tokens — “Kawasaki Frontale vs. Tōkyō Verdy - More Markets: Tōkyō Verdy” vs “Beijing Guoan FC vs. Dalian Yingbo FC - More Markets: O/U 2.5”. The headline aggregate weights both, so the number on this page is meaningful only if the clusters resolve to the same question.

Cluster 1

Kawasaki Frontale vs. Tōkyō Verdy - More Markets: Tōkyō Verdy

1 contract$384

Cluster 2

Beijing Guoan FC vs. Dalian Yingbo FC - More Markets: O/U 2.5

1 contract$254

Cluster 3

Wuhan San Zhen FC vs. Qingdao Hainiu FC - More Markets: O/U 2.5

1 contract$82

Cluster 4

Shanghai Haigang FC vs. Shenzhen Xinpengcheng FC - More Markets: O/U 2.5

1 contract$28

Analysis

This probability reflects market participants' assessment that the VfB Stuttgart vs. SC Freiburg match will have additional markets created or expanded beyond standard offerings. The 46% level suggests moderate uncertainty about whether supplementary betting options will materialize. Market depth and trading volume on primary contracts would likely influence this outcome—higher activity on existing matches typically correlates with expansion to secondary markets. The main catalyst is the match date itself; as the fixture approaches, sportsbooks and prediction platforms typically decide their final market suite based on expected liquidity and user demand. Post-match settlement occurs immediately after the fixture concludes, making timing predictable.

  • Current aggregate volume across listed related contracts is minimal ($177 in 24h volume on the highest-traded item), suggesting limited market infrastructure or user interest in related Chinese football fixtures
  • Four separate contracts referenced aggregate to 46%, but three show zero 24-hour volume, indicating potential data staleness or insufficient trader participation
  • The match date and kick-off time would determine when market expansion decisions are finalized, but no specific timing data is provided in available information
  • VfB Stuttgart and SC Freiburg are Bundesliga clubs; markets typically expand more readily for top-tier European leagues versus secondary Asian fixtures
  • No information about book-maker announcements, user petitions, or stated plans regarding additional market creation is available to weigh

What moved the line

  • May 6Tōkyō Verdy (-1.5)20pp266¢ · Polymarket

Recently closed in general

These markets stopped trading. Last odds and any captured outcome are shown above — full settlement detail lives at the venue.

More like this

Adjacent prediction questions.

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: 1 d ago.