TOTAL VOLUME:
$134.1b
24H VOL:
$113,466,932
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,423,222,590
402,751
Markets across
30,217
events
MATCHED EVENTS:
2,632
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Jul 13, 4:00 PM EST
Polymarket
These markets resolve based on whether Meta (META) stock closes higher or lower on July 13, 2026 compared to the most recent prior trading day. Both platforms use Pyth as the authoritative price source and apply identical comparison logic with consistent edge-case handling.
This market will resolve to "Up" if the Close price for Meta Platforms, Inc. (META) on July 13, 2026 is higher than the Close price for Meta Platforms, Inc. (META) on the most recent prior trading day. This market will resolve to "Down" if the Close price for Meta Platforms, Inc. (META) on July 13, 2026 is lower than the Close price for Meta Platforms, Inc. (META) on the most recent prior trading day. E.g., ordinarily, a market on Monday would refer to the previous Friday for its most recent closing price, unless that Friday were a market holiday, in which case it would refer to Thursday, or the next most recent trading day. If the two specified closing prices are exactly equal, this market will resolve 50-50. Closing prices will be used exactly as published by Pyth, without rounding. If Meta Platforms, Inc. (META) does not trade at all during the regular session, the market will resolve 50-50. For a standard full trading session, the closing price refers to the Pyth "Close" value of the 1-minute candle corresponding to the final minute of regular trading hours on the primary exchange. If either of the relevant days has no valid Pyth Close value for the 1-minute candle corresponding to the end of regular trading hours on the primary exchange, the market will use the last valid Pyth price achieved during the regular trading hours of the primary exchange as the effective closing price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the official closing price published by the primary exchange on which the listed security trades will be used to determine the closing price for that day. Only prices achieved during the regular trading hours of the primary exchange on which the listed security trades (typically 9:30 AM – 4:00 PM ET) will be considered. In the event of a stock split, reverse stock split, or similar corporate action affecting the listed security during the listed time frame, this market will resolve based on split-adjusted prices as displayed on Pyth. The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candle available at https://pythdata.app/explore/Equity.US.META%2FUSD. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter. Any timestamp within the listed market time frame may be used to view the relevant candle data (e.g., https://pythdata.app/explore/Equity.US.META%2FUSD?t=1773432000).
This market will resolve to "Up" if the price for Meta (Pyth META/USD) on July 13, 2026 is strictly higher than the price for Meta (Pyth META/USD) on the most recent prior trading day. Otherwise, this market will resolve to "Down". The price for Meta (Pyth META/USD) captured on July 10, 2026 was $669.23203. Resolution source: Pyth META/USD price feed. Other exchanges, spot markets, and oracles will not be used. For example, a Monday market would ordinarily compare Monday's price with the previous Friday's price, unless that Friday was a market holiday. In that case, it would compare against Thursday's price, or the next most recent trading day. If Meta (META) does not trade at all during the regular session on July 13, 2026, this market will resolve to "Down". For a standard full trading session, the price for that trading day refers to the Pyth price at the end of regular trading hours on the primary exchange. If either relevant trading day has no valid Pyth price at the end of regular trading hours on the primary exchange, the last valid Pyth price published during that day's regular trading hours will be used as the effective price for that day. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the official price published by the primary exchange on which META is listed will be used to determine the price for that day. In the event of a stock split, reverse stock split, or similar corporate action affecting META during the relevant time frame, this market will resolve based on split-adjusted prices as displayed on Pyth.
Prediction market odds reflect real-money bets from traders with direct financial incentive to forecast accurately, whereas analyst forecasts are typically qualitative opinions or price targets published by financial institutions. Markets often price in information faster than traditional research cycles, especially for short-term moves like daily direction. Analysts may focus on longer-term fundamentals, while this market zeroes in on a single day's performance. Comparing the two reveals whether the crowd expects a surprise move that Wall Street hasn't fully priced in, or whether consensus aligns. Prediction markets tend to be more dynamic, updating continuously as new information emerges.
Polymarket and Limitless can show different implied probabilities for the same outcome because of liquidity, fee structure, participant mix, and how each venue defines the contract. Each platform attracts different trader demographics, liquidity pools, and fee structures, which can cause temporary price divergence even on identical outcomes. Polymarket and Limitless may have different user bases with varying risk appetites or information access, leading one venue to price the outcome higher or lower than the other. Arbitrage opportunities sometimes persist due to withdrawal delays, platform-specific trading costs, or regulatory constraints that prevent instant capital reallocation. Volume imbalances also matter: a platform with lighter trading may show wider bid-ask spreads and less efficient pricing. These gaps typically narrow as informed traders exploit mispricings, but they can remain open during low-activity periods.
Meta earnings announcements, regulatory news, tech sector momentum, and macroeconomic data releases can all shift odds significantly before July 13. Unexpected product announcements, executive statements, or competitive developments may trigger rapid repricing. Broader market events—such as Federal Reserve decisions, inflation reports, or geopolitical developments—often influence tech stocks as a group. Social media sentiment and insider trading disclosures can also sway trader conviction. Short-term technical factors, including options expiration or index rebalancing, may create directional pressure. Monitoring financial news and Meta-specific catalogs in the days leading up to resolution helps traders stay informed of potential catalysts that could swing this market.