TOTAL VOLUME:
$134.1b
24H VOL:
$133,388,117
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,436,095,462
405,232
Markets across
30,526
events
MATCHED EVENTS:
2,693
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Jul 9, 7:39 PM EST
Kalshi
This market tracks the outcome of the NBA Summer League game between the Philadelphia 76ers and Detroit Pistons scheduled for July 9, 2026 at 5:30 PM ET. The aggregated consensus across Polymarket and Kalshi shows 100.0% probability for the leading outcome, with resolution determined by the official final score including any overtime periods as reported by the resolution source. Watch for the game result on July 9, 2026, which will settle all positions.
In the upcoming NBA Summer League game, scheduled for July 9 at 5:30PM ET: If the Philadelphia 76ers win, the market will resolve to "Philadelphia 76ers". If the Detroit Pistons win, the market will resolve to "Detroit Pistons". If the game is postponed, this market will remain open until the game has been completed. If the game is canceled entirely, with no make-up game, this market will resolve 50-50. The result will be determined based on the final score including any overtime periods.
The market resolves based on the outcome of the Detroit vs Philadelphia Pro Basketball Summer League game scheduled for July 9, 2026. Resolution occurs when either Philadelphia or Detroit wins the game. The winner is determined by the final score at the conclusion of regulation play.
Polymarket and Kalshi can show different implied probabilities for the same outcome because of liquidity, fee structure, participant mix, and how each venue defines the contract. Platform differences in liquidity, user base composition, and fee structures can create temporary price gaps. Polymarket and Kalshi may attract traders with different information sets or risk tolerances, causing one platform to price Detroit's chances higher or lower than the other. Arbitrage traders typically exploit these spreads, but if capital is slow to move between platforms, divergences can persist. Market depth and order-book dynamics also vary; lower liquidity on one platform may result in wider bid-ask spreads and less efficient pricing relative to the other.