| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 1.02999 or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 1.03 to 1.09 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 1.10 to 1.16 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 1.17 to 1.23 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 1.24 to 1.30 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 1.30001 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This Kalshi market asks which of six discrete outcomes will describe the March 2026 temperature increase; it matters because short-term temperature outcomes affect sectors from agriculture to energy and provide a near-term check on climate variability. Market prices aggregate participant expectations and respond to new climate, oceanic, and weather information as it appears.
March temperatures reflect a mix of seasonal cycle, interannual climate variability (for example ENSO), and the long-term warming trend driven by greenhouse gases; recent decades have seen upward shifts in monthly anomalies but month-to-month outcomes remain highly variable. This specific event offers six mutually exclusive outcome bins and currently lists its close time as TBD on the contract page, so traders should monitor the market for any announcements about settlement windows.
Contract prices are shorthand for how market participants collectively assess the chance of each outcome and will move as new forecasts, observations, and model runs arrive; they are not guarantees but dynamic signals that update with information. Always check the contract's settlement source and rules to interpret what a given price implies about the scheduled measurement and baseline.
They represent six mutually exclusive bins for the measured temperature increase in March 2026 as defined by the contract; check the contract page for the exact bin thresholds, the baseline used, and whether the measure is global, hemispheric, or regional.
The contract currently lists the close time as TBD; the announced close determines the last moment to trade and can affect liquidity and price volatility because participants update positions as new forecasts and observations arrive shortly before closure.
Settlement will follow the data source and methodology specified on the market page—typically a named observational dataset or agency and a defined averaging window—so review the settlement rules on the contract to know precisely which dataset and processing will decide the winning bin.
Month-to-month results are dominated by weather and interannual variability (e.g., ENSO, blocking highs), while long-term warming shifts the baseline upward and increases the odds of higher-anomaly bins over many years; both types of drivers matter for this single-month market.
Traders will monitor ENSO updates and seasonal outlooks from national centers (e.g., climate prediction centers), monthly global and regional temperature reports from major agencies, sea-ice analyses, model-based seasonal ensembles, and any significant volcanic or large-fire activity reports that could alter the March anomaly.