| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| $94 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $90 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $89 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $99 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $96 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $92 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $102 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $95 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $97 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $98 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $103 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $101 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $100 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $93 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $91 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the West Texas Intermediate (WTI) crude oil price will be on March 23, 2026, and why that price will fall into one of the 15 listed outcome buckets. It matters because the WTI spot price on a given date influences energy costs, trade flows, and short-term financial and commodity market positioning.
WTI is driven by the interaction of global supply and demand, where producers (including OPEC+ and U.S. shale), major consumers (notably China and the U.S.), and inventory levels all matter. Oil prices are sensitive to macroeconomic indicators, currency moves, seasonal refinery maintenance cycles, and geopolitical disruptions; single-day prices can therefore swing on both scheduled announcements and unexpected events. Markets and traders often use futures, inventories, and official production reports to form views heading into a target date.
Prediction market odds on this contract represent the market-implied view of which discrete price bucket WTI will fall into on Mar 23, 2026 and will update as new information arrives. Treat those odds as a real-time consensus signal, not a guaranteed forecast; they summarize how participants price risk and information at any given moment.
The market’s resolution will follow the contract’s published rules and will cite an official price source and time of day; the precise reference and settlement method are specified on the market page. Traders should review the market rules on Kalshi for the authoritative resolution source before trading.
Each of the 15 outcomes corresponds to a mutually exclusive price bucket with defined lower and upper boundaries shown on the market page. Check the outcome labels and the market description to see exact bucket ranges and any rounding or tie-breaking rules used at resolution.
The market page displays the close-to-trade time (it is marked as TBD until the organizer sets it) and the resolution timing tied to the published reference price. Resolution occurs after the reference price is published in accordance with the market rules, so confirm those timestamps on the event page.
Identify scheduled events whose timing could affect the reference price prior to the resolution timestamp and assess the potential size and direction of their impact. Remember that only information that affects the published reference price at the market’s resolution time matters for payoff, so distinguish between pre-resolution and post-resolution events when forming a view.
Single-date WTI prices often reflect near-term inventory releases, scheduled economic data, announced production changes, and episodic geopolitical shocks, meaning volatility can be higher around those items. Use recent intra-day and weekly volatility patterns, calendared events, and current forward curve positioning to contextualize how much movement a single day may exhibit.