| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 52° to 53° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 58° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 49° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 50° to 51° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 54° to 55° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 56° to 57° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the highest air temperature recorded in Dallas on March 16, 2026 will be and is useful for traders and weather-sensitive operators who need a real-time view of expectations for that specific day. Outcomes can inform short-term risk management for energy, events, and supply chains exposed to temperature extremes.
Mid-March in Dallas is a transitional period with large day-to-day swings driven by passing cold fronts, warm surges from the Gulf of Mexico, and strong springtime variability. Historical highs on this calendar day vary substantially from year to year, and short‑range synoptic setups often dominate outcomes for a single date.
Market odds reflect the aggregated expectations of participants and update as forecasts, observations, and new information arrive; they are best used as a realtime gauge of consensus rather than a definitive forecast.
The market will settle to the specific observation source and protocol named in the contract's resolution language; check the event rules for the designated station/dataset and time window used for settlement.
The event's contract defines a single official reporting station or dataset for settlement; if multiple stations are mentioned the resolution clause will explain how discrepancies are resolved, so traders should consult that text.
Operational global and regional models (e.g., ECMWF/GFS and high‑resolution convection‑allowing models), short‑range satellite and radar observations, surface station reports, and official NWS forecast updates all influence market pricing as the date approaches.
Markets can incorporate seasonal signals earlier, but the most pronounced price movements generally occur in the days to 48 hours before the date as high‑resolution models and real observations converge on a specific synoptic setup.
Use historical climatology to establish a baseline expectation and volatility context, but combine it with current seasonal indicators, model guidance, and recent trends because single‑day outcomes are strongly driven by the immediate synoptic situation.