| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 31° or below | 5% | 6¢ | 7¢ | — | $4K | Trade → |
| 40° or above | 1% | 0¢ | 1¢ | — | $3K | Trade → |
| 36° to 37° | 81% | 78¢ | 81¢ | — | $2K | Trade → |
| 38° to 39° | 1% | 0¢ | 1¢ | — | $2K | Trade → |
| 34° to 35° | 10% | 10¢ | 13¢ | — | $702 | Trade → |
| 32° to 33° | 7% | 7¢ | 11¢ | — | $521 | Trade → |
This market asks which of six predefined outcomes will describe Denver's lowest temperature on March 5, 2026. The result matters for local energy demand, transportation planning, event organizers, and anyone exposed to cold-weather risk.
Early March in Denver is a transition period: the city can experience anything from mild spring-like conditions to renewed Arctic intrusions. Forecasts combine synoptic-scale pattern forecasts with local effects (elevation, upslope/downsloping winds, and snow cover), and markets aggregate diverse information from traders reacting to those forecasts.
Market prices reflect the collective judgment of traders about which temperature bin is most likely, and they update as new model runs and observations arrive. To understand settlement you should consult the market page for the exact outcome definitions and the specified data source used to determine the daily minimum.
The six discrete outcomes are the temperature bins defined on the Kalshi market page for this contract; they are mutually exclusive and exhaustive. See the market listing to read the precise numeric bounds for each outcome.
Settlement uses the official measurement source and station specified in the contract terms on the market page (commonly the designated NOAA/NWS observation site for Denver). Check the contract rules to confirm the exact station and data source.
The market's close time is listed as TBD; Kalshi will publish the final trading cutoff on the market page. Typically trading stops before the observation period begins and before official daily minima are reported.
Short-range forecasts (up to ~5 days) and ensembles provide the most actionable signals for an overnight minimum, with accuracy improving as the day approaches and models ingest more observations. Traders often weigh multiple models and ensemble spreads rather than relying on a single run.
The market will follow Kalshi's published contingency and settlement rules in the contract terms—options include using an alternate official source or waiting for an official revision. Consult the market's settlement provisions for the definitive procedure.