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 13, 1:00 PM EST
Kalshi
This event group tracks whether the S&P 500 (SPY) will reach specific price levels during the week of July 13, 2026. Kalshi offers 60 binary markets based on the index value at exactly 1pm EDT on July 13, while Polymarket offers markets for intraweek HIGH and LOW prices during regular trading hours across the entire week.
What will S&P 500 (SPY) hit Week of July 13 2026?
The S&P 500 price event consists of multiple binary markets, each tied to a distinct price threshold ranging from 7,375 to 7,670 in 5-point increments. For each market, resolution depends on the official S&P 500 index value recorded at 1pm EDT on July 13, 2026. A market resolves affirmatively if the index closes above its specified threshold (e.g., above 7,374.9999 for the 7,375 market, above 7,379.9999 for the 7,380 market, and so forth through the 7,670 market). All markets close on July 13, 2026 and expire upon the sooner of the first official data release or one week after July 13, 2026. Per the Kalshi Rulebook, the Exchange has modified the Source Agency and Underlying for indices markets.
Prediction markets like this one often diverge from traditional analyst price targets because they aggregate real-money bets from thousands of traders rather than relying on a handful of institutional estimates. Traders incorporate breaking news, earnings surprises, and macroeconomic shifts faster than consensus revisions typically update. This market's odds reflect live market sentiment weighted by participant conviction—those most confident in their view put larger stakes behind it. Analyst forecasts tend to be stickier and less responsive to intraday volatility, making prediction markets a useful cross-check on where professional consensus may lag.
Major catalysts include Federal Reserve policy announcements, inflation data, corporate earnings surprises, and geopolitical developments that shift risk sentiment. Unexpected economic weakness or strength can trigger sharp repricing across equity futures and spot markets, flowing directly into prediction market odds. Earnings season activity, credit market stress, or shifts in bond yields also influence trader positioning. Technical levels and options expiry dates may create momentum or reversals. Real-time news flow and changes in implied volatility can cause rapid swings in this market's price as traders update their conviction on where the index will close.