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: Jun 30, 4:00 PM EST
Polymarket
This market will resolve to "Up" if the Close price for Microsoft Corporation (MSFT) on June 30, 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 June 30, 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 June 30, 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 June 30, 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 often diverge from traditional analyst price targets because they reflect real-money incentives and crowd wisdom rather than individual research calls. While equity analysts publish earnings estimates and 12-month price targets, this market distills collective trader conviction into a single binary outcome on a specific date. Analysts may favor upside narratives, yet traders here are betting with capital on actual closing direction. The two signals can align during consensus periods but frequently diverge when unexpected catalysts emerge or when the market reprices risk differently than Wall Street consensus.
On Polymarket, traders set the odds by buying and selling shares of each outcome—up or down—at prices between 0 and 1 cent. On Polymarket, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The price of each share reflects the probability the market assigns to that outcome; higher prices mean stronger conviction. When you buy shares of the up outcome at a lower price, you're betting the market will eventually price it higher. Liquidity pools and order books allow continuous trading, so the odds adjust dynamically as new money enters and exits. Your profit or loss depends on whether your chosen outcome resolves true and at what average price you entered.
This market resolves around Jun 30, 2026, once the trading window closes and the event outcome is verifiable from credible public sources. The resolution hinges on whether Microsoft's stock price closes higher or lower than its opening price on that date. No intermediate movements or intraday swings affect the outcome—only the final closing price relative to the open matters. Once the market settles, all winning shares pay out at full value and losing shares expire worthless. Traders should monitor official market data and company announcements leading up to the resolution date.
Major catalysts include Microsoft earnings announcements, cloud revenue guidance, AI product launches, and macroeconomic shifts affecting tech valuations. Competitive developments—such as OpenAI partnerships or Azure growth surprises—can swing sentiment sharply. Broader market events like Fed policy shifts, recession fears, or sector rotation also influence this market, since MSFT correlates with tech sentiment. Geopolitical tensions, regulatory scrutiny on AI, or executive commentary on profitability can trigger rapid repricing. Traders should watch earnings calendars, product events, and macro economic data releases to anticipate volatility and adjust positions accordingly.