| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 79° to 80° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 77° to 78° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 81° to 82° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 83° to 84° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 85° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 76° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This prediction market asks which outcome will represent the highest temperature recorded in Miami on March 25, 2026. It matters because it aggregates public expectations about a specific, verifiable weather observation that can inform short-term weather risk decisions.
Miami has a subtropical climate and late March is a transitional period when temperatures can swing with frontal passages, onshore breezes, and daytime convective activity. Short-term variability and the choice of official observation station both affect the realized daily maximum, and the market’s six outcomes partition that possible range for trading.
Market odds express the collective expectation of traders about which outcome will match the official observed high on the date; they update as forecasts, observations, and news change but are not a guarantee of the final measurement.
The market resolves to the official measurement source specified in the contract’s resolution rules—check the KALSHI event page for the designated station (for example, the specified NWS/NOAA station) and the exact observation used for settlement.
The platform displays the market closing time on the event page (currently listed as TBD); final settlement occurs after the designated observational authority posts the daily summary for March 25, 2026 and any required quality-control or procedural window has passed.
Short-term model runs, nowcasting observations, and shifts in expected frontal timing or cloud cover change traders’ expectations and therefore market prices for the outcomes; traders typically follow high-resolution and ensemble guidance plus live observations to update positions.
The contract’s resolution clause defines fallback procedures—platform-specified rules will determine alternative sources or tie-breakers; always consult the KALSHI event rules for that specific guidance.
Match the outcome ranges to your exposure (e.g., exposure to hotter or cooler-than-expected conditions) and size positions according to your risk tolerance; monitor evolving forecasts, liquidity, and the contract’s settlement rules so your hedge aligns with the official observed high.