0 ships transit Hormuz on any date by..?

According to the latest prediction market data for the query “0 ships transit Hormuz on any date by..?”, traders have formed a strong consensus.

Currently, October 31 is dominating the market with an overwhelming 31.5% chance of winning. September 30 follows in second place at 17%. The betting volume for this specific market has already reached $840.2K, reflecting intense industry interest.

To better assess where each potential outcome stands, the market can be segmented into three distinct trading tiers based on implied probability and contract pricing:

🥇 Tier 1: The Dominant Leader

• October 31 (31.5%): Currently commanding the highest probability, October 31 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 32¢, signaling a high degree of market conviction. This contract alone has generated $1.1K in volume.

🥈 Tier 2: The Primary Challengers

• September 30 (17%): Positioned as the most viable alternative, September 30 maintains a 17% chance of resolving true. Its “Buy Yes” shares currently trade at 17¢.

This market will resolve to “Yes” if IMF PortWatch publishes a daily number of transit calls (“Arrivals of Ships”) for the Strait of Hormuz equal to 0 for any date between June 26 and the specified date, 2026. Otherwise, this market will resolve to “No."

Transit calls include container, dry bulk, roll-on/roll-off, general cargo, and tanker ships. Ships not reported by IMF PortWatch will not be considered.

This market will resolve as soon as IMF PortWatch publishes a daily number of transit calls equal to 0, or once complete data has been published for the specified period without such a publication. If complete data for the specified period has not been published within 28 calendar days of the end of the specified period, this market will resolve based on data published up to that point.

In case of obvious data integrity issues (i.e., erroneous data), the market may remain open until the end of the third calendar day (ET) after the date on which such data is first released to allow for corrections. Data integrity issues refer only to clerical or other similar errors in the underlying data, and do not include cases where IMF PortWatch differs from alternative sources. Revisions to previously published data points made within this market’s timeframe will be considered. However, they will not disqualify a previously published data point from qualifying except in the case of data integrity issues.

The resolution source for this market will be IMF PortWatch, specifically the transit calls data published for the Strait of Hormuz at https://portwatch.imf.org/pages/cb5856222a5b4105adc6ee7e880a1730, both in the chart and through downloadable files.

While human consensus and speculative volume shape the broader prediction market, our quantitative algorithms offer a data-driven counter-perspective. By analyzing fundamental signals, underlying trends and historical distributions, our AI Valuation model calculates an independent “Fair Value” probability for each outcome.

Comparing this Fair Value against the current Trade Value uncovers major disparities — known as the Expected Value (EV) Gap. Contracts with a positive EV Gap represent statistically underpriced outcomes, whereas a negative EV Gap flags a potential market overreaction.

Top AI Alpha & Mispriced Arbitrage Opportunities

Based on the latest data model run, several key contracts stand out with significant deviations:

• The Best Value Play (Highest EV) Our model identifies October 31 as the premium value opportunity on the board. While the market only assigns it a 31.5% trading probability, our AI’s Fair Value assessment sits at 34.4% — yielding an impressive +2.9% EV Gap.
• Under-the-Radar Dark Horses Other notable discrepancies include September 30 (EV Gap: +2.5%). These long-tail opportunities are heavily discounted by the live order books despite stronger statistical backing from our predictive model.