TOTAL VOLUME:
$134.2b
24H VOL:
$126,324,530
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,434,646,834
406,019
Markets across
30,401
events
MATCHED EVENTS:
2,689
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Jun 15, 4:00 PM EST
Limitless
These markets resolve based on whether Meta Platforms, Inc. (META) stock closes higher or lower on June 15, 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 tie-breaking and data fallback rules.
This market will resolve to "Up" if the Close price for Meta Platforms, Inc. (META) on June 15, 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 June 15, 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 Close price for Meta (Pyth META/USD) on June 15, 2026, is strictly higher than the Close price for Meta (Pyth META/USD) on the most recent prior trading day. Otherwise, this market will resolve to "Down". The Close price for Meta (Pyth META/USD) captured on June 12, 2026, was $567.06946. 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 Close price with the previous Friday's Close price, unless that Friday was a market holiday. In that case, it would compare against Thursday's Close price, or the next most recent trading day. If Meta (META) does not trade at all during the regular session on June 15, 2026, this market will resolve to "Down". For a standard full trading session, the Close price refers to the "Close" value of the 1-minute Pyth candle corresponding to the final minute of regular trading hours on the primary exchange. If either relevant trading day has no valid Pyth Close value for the 1-minute candle corresponding to the end of regular trading hours on the primary exchange, the last valid Pyth price during that day's regular trading hours will be used as the effective Close 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 META is listed will be used to determine the Close 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.
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. Polymarket and Limitless operate distinct liquidity pools, user bases, and market-making mechanisms, leading to natural price variations. Polymarket may attract larger institutional traders focused on directional bets, while Limitless draws retail participants with different risk appetites. Gas fees, settlement times, and platform-specific incentives also influence how quickly each venue reprices in response to breaking news. Additionally, differences in order-book depth and trading volume between the two platforms mean that large trades can move prices differently, creating arbitrage opportunities for traders monitoring both venues simultaneously.
Meta's stock price and this market are sensitive to earnings surprises, regulatory announcements, advertising revenue trends, and AI product launches. Macroeconomic shifts—interest rate decisions, tech sector rotation, or recession signals—can trigger broad market moves affecting Meta alongside peers. Competitive pressures from TikTok, changes to Apple's privacy policies, or Meta's metaverse spending updates also drive sentiment. Short-term catalysts include insider trading disclosures, analyst downgrades, or viral social media controversies. Traders should track earnings calls, SEC filings, and major tech conferences for material developments that could shift conviction before the market closes.