Lowest temperature in San Antonio on Jun 16, 2026?

Prediction market odds reflect real-money trader conviction and aggregate dispersed information about June 16 weather conditions in San Antonio. Unlike traditional forecasts from meteorologists or climate models, which rely on historical data and atmospheric modeling, this market incorporates live expectations from participants with financial stakes in accuracy. Traders continuously update positions based on new weather reports, seasonal patterns, and atmospheric indicators. While analyst forecasts provide a single point estimate, market odds reveal the full distribution of possible outcomes and how confidence shifts as the event date approaches.

On Kalshi, this market is priced through an order-book mechanism where traders buy and sell shares corresponding to different temperature ranges. On Kalshi, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. Each outcome contract trades independently, and the price of a share reflects the implied probability that the lowest temperature will fall within that bracket. Traders profit by correctly predicting the actual low; those holding the winning outcome receive the full payout. Bid-ask spreads tighten as volume increases, making the market more efficient and easier to enter or exit positions near the event date.

This market resolves around Jun 17, 2026, once June 16, 2026 has passed and the lowest temperature recorded in San Antonio is verified. The outcome is confirmed against credible public sources reporting the official daily low. Traders holding shares in the outcome bracket that matches the verified temperature receive their payout, while other positions expire worthless. Resolution typically occurs within hours of the close of the trading day, allowing rapid settlement and payout distribution.

Several factors can shift odds in this market before resolution. Seasonal weather pattern updates, long-range forecasts from the National Weather Service, and historical temperature anomalies for mid-June in San Antonio all influence trader positioning. Major climate events or atmospheric patterns—such as cold fronts, high-pressure systems, or unusual jet-stream behavior—can trigger sharp repricing. As June 16 approaches, short-term forecasts become more reliable, typically narrowing the range of plausible outcomes and concentrating liquidity around the most likely temperature brackets.