| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 30° to 31° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 28° to 29° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 26° to 27° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 34° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 32° to 33° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks participants to predict the lowest air temperature recorded in Philadelphia on March 17, 2026; outcomes correspond to predefined temperature ranges. It matters for weather-sensitive hedging and for testing short-range forecast skill on a transitional spring date.
Mid‑March in Philadelphia is a transition period: the region can experience late-season cold fronts, milder spring air masses, or highly variable diurnal swings, so forecast uncertainty is typically elevated. Historical readings for mid‑March cover a wide span, making synoptic timing and local factors important; the contract settles to an official observing source specified by the market rules.
Market prices reflect traders’ collective expectations about which temperature range will be the day’s minimum, not an official meteorological forecast. Always refer to the market’s settlement rules to understand which station, reporting network, and timing determine the winning outcome.
Settlement uses the observing station and data provider explicitly named in the market's contract on the KALSHI page; check that contract for the designated station (for example, an NWS/NOAA station) and the official data feed used for settlement.
The six outcomes are the non‑overlapping temperature ranges listed on the market page; the exact numeric boundaries, rounding conventions, and whether values are inclusive or exclusive are defined in the contract details on the market page.
The contract specifies the local time period used to define Mar 17 (for example, a midnight-to-midnight local time window or a specific observation period); verify the precise timezone and start/end times in the market rules.
Settlement follows the official reported value and any revisions allowed by the designated data provider within the contract's revision window; the market's settlement rules describe how post‑publication corrections are handled.
The market page lists the trading close time (currently marked TBD); the contract will state whether trading ends before the observation window begins or remains open up until a specified cutoff—check KALSHI's market page for the authoritative schedule.