| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 94° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 90° to 91° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 86° to 87° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 85° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 88° to 89° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 92° to 93° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks traders to predict the highest air temperature recorded in Dallas on March 25, 2026. Outcomes provide a way to hedge or speculate on weather risk that can affect energy use, event planning, and agriculture.
Late March in north Texas is a transitional period with large day-to-day variability: warm spring outbreaks and late-season cold intrusions are both possible. Large-scale drivers such as frontal passages, upper-level ridging/troughing, Gulf moisture availability, and ongoing climate trends influence how warm or cool any given March day will be.
Market prices reflect the collective judgment of participants given current forecasts and information; they update as new model guidance and observations arrive. Use prices as one input alongside official forecasts from the National Weather Service and local meteorological data.
The market page and settlement rules specify the exact official data source and station (for example, a National Weather Service observation site). Consult the event description to see which station and dataset will be used for settlement.
The market will use the official local date/time definition stated in its rules; typically that means the local calendar day at the nominated observation site (00:00–23:59 local time), accounting for standard or daylight time as applicable. Check the event page for the precise observation window.
Each outcome corresponds to a mutually exclusive temperature value or range listed on the market page. After the official data are published, the outcome whose label contains the recorded highest temperature will be declared the winner per the market's settlement rules.
Tie-breakers and procedures for ambiguous readings are governed by the market's settlement policy; common approaches include using the highest verified reading reported by the designated official source or following a specific timestamp rule. Review the settlement section on the market page for the exact protocol.
The event listing shows the market close time; if it is listed as TBD, the operator will announce a close before settlement. Settlement typically occurs after the official post-event observations are available and verified according to the market's stated timeline—check the event page for updates on close and settlement timing.