Will the Iranian Regime Fall
event base · will-the-iranian-regime-fall
Outcome probabilities
2 contracts at one resolution date
Analysis
The Will the Iranian Regime Fall slate has 2 mutually-exclusive contracts, all resolving on a single date. The current top-probability outcome is Will the Iranian regime fall by June 30? at 3.0%.
A bespoke narrative analysis is generated by an LLM on a 24h cron. If this paragraph is showing instead, the slate has either just appeared in the index or has not yet been queued.
Constituent markets
2 polymarket contracts
| Market | Tenor | P(YES) | Vol 24h |
|---|---|---|---|
| Will the Iranian regime fall by June 30? | 5w | 3.0% | $365.5K |
| Will the Iranian regime fall by May 31? | 4d | 0.0% | $2.9M |
Related event families
How to read this page
An outcome slate is a set of mutually-exclusive contracts that all settle on the same date. Their YES probabilities form a distribution over which outcome the market expects. Probabilities should roughly sum to 100% minus the venue’s overround.
Curve construction: each constituent contract is identified by its venue event_id (will-the-iranian-regime-fall on polymarket). Tenor is computed from the contract’s close_time minus snapshot time, rounded to days. We do not interpolate between tenors — every plotted point is a real, traded contract. Outcome-slate pages show price-as-probability for mutually-exclusive contracts; term-structure pages show price-as-probability vs days-to-resolution for the same underlying event.
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.