| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 54° to 55° | 1% | 0¢ | 1¢ | — | $13K | Trade → |
| 52° to 53° | 99% | 99¢ | 100¢ | — | $13K | Trade → |
| 50° to 51° | 1% | 0¢ | 1¢ | — | $11K | Trade → |
| 48° to 49° | 1% | 0¢ | 1¢ | — | $6K | Trade → |
| 47° or below | 1% | 0¢ | 1¢ | — | $5K | Trade → |
| 56° or above | 1% | 0¢ | 1¢ | — | $5K | Trade → |
This market asks which temperature range will be the highest in Seattle on March 8, 2026. It matters to people and businesses sensitive to weather (events, energy, agriculture) and to traders who want to express views on short-term temperature variability.
Seattle has a maritime climate with substantial day-to-day variability in early March; mild, wet conditions are common but occasional warm spells or late cold intrusions can occur. Interannual drivers (for example ENSO phase) and recent regional warming trends shift the baseline risk for unusually warm or cool days but do not fix any single outcome.
Market odds reflect the collective expectations of participants and update as forecasts, model runs, and observations arrive; they are best read as a real-time summary of market beliefs rather than a deterministic weather forecast.
Resolution timing and the designated data source are specified in the contract terms for this market; commonly markets use an official NWS or NOAA station observation (the official climate station named in the contract) covering the 24-hour local date. Check the event's resolution rules on the market page to see the exact station and timestamp used.
This market is partitioned into six mutually exclusive temperature ranges that cover all possible highest temperatures for the day; the exact numeric ranges are listed on the market event page. Traders should review those ranges to understand which outcome corresponds to particular forecast scenarios.
Model runs provide forecasts that many traders use to form opinions; when new model output or high-confidence ensemble signals arrive they often move market prices. Models inform expectations but markets also integrate observations, local expertise, and trader risk preferences.
Yes. Real-time observations (hourly temps, radar, satellite) can change perceived likelihoods during the day and thereby affect trading activity and market-implied probabilities; prices can move quickly as on-the-ground data replaces earlier forecasts.
Use the market as one input to gauge market-implied expectations and to hedge or signal risk preferences, alongside official forecasts and contingency plans. Before trading, confirm settlement rules, potential payout structure, and position sizing consistent with your risk tolerance.