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, 11:00 AM EST
Kalshi
This event tracks the Nasdaq-100 index value on July 13, 2026 at 11am EDT. Traders can bet on whether the index will close above various price thresholds ranging from 27,700 to 31,690. The market closes on July 13, 2026 and resolves based on the official index value released that day.
The Nasdaq-100 index value will be measured on July 13, 2026 at 11am EDT. Each market outcome corresponds to a specific price threshold, with resolution occurring if the index closes above that threshold. All markets close on July 13, 2026 and expire at the sooner of the first official data release or one week after the measurement date. Per Kalshi Rulebook modifications for indices markets, the Source Agency and Underlying have been modified accordingly.
Prediction market odds often diverge from traditional analyst forecasts because they reflect real-money incentives and crowd wisdom rather than single-point estimates. Traders in this market are financially motivated to price in tail risks, volatility expectations, and event-driven catalysts that analysts may underweight or overlook. While analyst reports provide fundamental research and models, this market aggregates dispersed information from thousands of participants making independent bets. Comparing the two can reveal where consensus may be overconfident or where market participants see asymmetric risk that traditional research has missed.
On Kalshi, this market is priced through a continuous order-book mechanism where buyers and sellers submit bids and offers in real time. On Kalshi, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The price reflects the marginal trade—the last executed transaction—and moves as new orders flow in. Traders can place limit orders to buy or sell at their preferred price level, and the market clears when bids and asks cross. This mechanism ensures that prices stay anchored to genuine supply and demand, with wider spreads typically indicating greater uncertainty about the outcome.
This market resolves around Jul 13, 2026, when the Nasdaq-100 index price at the specified time becomes verifiable from credible public sources. The outcome is determined by the official closing or intraday price reported by major financial data providers on that date. Once the event occurs and the price is confirmed, the market settles and traders receive payouts based on their positions. Resolution is objective and tied to independently verifiable market data, removing ambiguity about the final result.
Major macroeconomic releases, Federal Reserve policy announcements, and earnings surprises from large Nasdaq-100 constituents can drive significant price swings in this market. Geopolitical developments, inflation data, and shifts in interest-rate expectations also influence tech-heavy index valuations. Sector-specific catalysts—such as regulatory decisions affecting big tech, AI developments, or cybersecurity incidents—may trigger sharp repricing. Traders monitor these signals closely to adjust positions, making the market particularly sensitive to news flow and economic data in the months leading up to the July 13, 2026 settlement date.