| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 55° to 56° | 1% | 0¢ | 1¢ | — | $12K | Trade → |
| 59° to 60° | 1% | 1¢ | 2¢ | — | $8K | Trade → |
| 57° to 58° | 98% | 98¢ | 99¢ | — | $6K | Trade → |
| 54° or below | 1% | 0¢ | 1¢ | — | $5K | Trade → |
| 61° to 62° | 1% | 0¢ | 2¢ | — | $4K | Trade → |
| 63° or above | 2% | 0¢ | 1¢ | — | $2K | Trade → |
This Kalshi market asks what the highest observed temperature in Seattle will be on March 2, 2026; it matters to traders and weather-sensitive stakeholders because daily high temperatures affect energy demand, transportation, and event planning.
Seattle in early March sits in a seasonal transition where Pacific systems, frontal passages, and occasional warm air intrusions all compete, producing high day-to-day variability. Recent decades of warming have altered baseline expectations, but individual-day outcomes are driven primarily by the synoptic weather pattern in the days leading up to the date.
Market prices reflect the collective expectation of participants about which outcome will be realized and update as forecasts and observations evolve; use them as a timely indicator of market sentiment, not as a guaranteed forecast.
Settlement timing and the official data source are governed by the market's contract terms; consult the Kalshi event rules for the named reporting station (for example an NWS/NOAA observing site) and the settlement schedule—if unspecified, settlement follows the exchange's published procedures.
The contract will define the observation window (typically the local calendar date from 00:00 to 23:59 standard time) and the measurement source (for example an automated surface observing system); check the event page or contract documentation for the exact definition used to determine the daily maximum.
The market uses the single official reporting station named in the contract; if multiple sources are referenced or a discrepancy arises, settlement follows the exchange's dispute and adjudication procedures as outlined in the market rules.
Prices usually react as deterministic model runs, ensemble updates, and short-range observations come in—noticeable shifts commonly occur in the 3–7 day and 0–48 hour windows before the target date as forecast confidence changes.
Watch updated model guidance (GFS, ECMWF, regional models), short-range radar and satellite trends, local National Weather Service forecasts and statements, surface observations in the days before the date, and any expected changes in cloud cover or frontal timing that could alter daytime heating.