TOTAL VOLUME:
$134.2b
24H VOL:
$134,145,987
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,441,166,947
406,422
Markets across
30,383
events
MATCHED EVENTS:
2,688
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Jul 9, 4:00 PM EST
Polymarket
This market will resolve to "Up" if the Close price for Microsoft Corporation (MSFT) on July 9, 2026 is higher than the Close price for Microsoft Corporation (MSFT) on the most recent prior trading day. This market will resolve to "Down" if the Close price for Microsoft Corporation (MSFT) on July 9, 2026 is lower than the Close price for Microsoft Corporation (MSFT) 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 Microsoft Corporation (MSFT) 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.MSFT%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.MSFT%2FUSD?t=1773432000).
This market will resolve to "Up" if the Close price for Microsoft Corporation (MSFT) on July 9, 2026 is higher than the Close price for Microsoft Corporation (MSFT) on the most recent prior trading day. This market will resolve to "Down" if the Close price for Microsoft Corporation (MSFT) on July 9, 2026 is lower than the Close price for Microsoft Corporation (MSFT) 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 Microsoft Corporation (MSFT) 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.MSFT%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.MSFT%2FUSD?t=1773432000).
Prediction market odds reflect real-money bets from traders with skin in the game, often diverging from traditional analyst price targets or consensus estimates. While Wall Street analysts publish formal forecasts based on earnings models and company guidance, this market aggregates dispersed information and incentivizes accuracy through financial reward. Traders may price in short-term volatility, earnings surprises, or macroeconomic shocks that analysts' longer-term outlooks miss. Comparing the implied probability here to published analyst sentiment can reveal where the market sees asymmetric risk or where consensus may be overconfident.
On Polymarket, traders set the odds by buying and selling outcome shares in an automated market maker or order-book system. On Polymarket, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. Each share represents a claim on one outcome—Microsoft up or down—and the price of each reflects the collective assessment of all active traders. As new information arrives or positions shift, the spread between bid and ask prices tightens or widens, signaling confidence or uncertainty. The current odds you see represent the marginal price at which the next trade would execute.
This market resolves around Jul 9, 2026, once the trading day closes and Microsoft's stock direction for that date is verifiable from credible public sources. The outcome is determined by whether MSFT's closing price on July 9 is higher or lower than the previous trading day's close. Traders holding shares in the winning outcome receive their payout, while losing shares expire worthless. Resolution is typically confirmed within hours of market close, allowing quick settlement.
Earnings announcements, product launches, regulatory news, or management changes at Microsoft can shift trader conviction sharply. Broader tech sector movements, interest rate decisions, or macroeconomic data releases also influence sentiment around large-cap stocks. Unexpected competitive threats or partnership announcements may trigger repricing. Intraday volatility on July 9 itself—especially around market open or close—can create last-minute trading as participants hedge or double down. Monitoring financial news and options market activity leading up to that date often signals where sophisticated traders are positioning.