Avg. # of ships transiting Strait of Hormuz end of September?

According to the latest prediction market data for the query “Avg. # of ships transiting Strait of Hormuz end of September?”, traders have formed a strong consensus.

Currently, 0-5 is dominating the market with an overwhelming 69% chance of winning. 5-10 follows in second place at 27.5%, while 15-20 sits in third with 1.2%. The betting volume for this specific market has already reached $94.1K, 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

• 0-5 (69%): Currently commanding the highest probability, 0-5 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 69¢, signaling a high degree of market conviction. This contract alone has generated $26.4K in volume.

🥈 Tier 2: The Primary Challengers

• 5-10 (27.5%): Positioned as the most viable alternative, 5-10 maintains a 27.5% chance of resolving true. Its “Buy Yes” shares currently trade at 28¢.
• 15-20 (1.2%): Sitting in third place with a 1.2% probability, the market shows measured skepticism toward 15-20, treating it as an outside wildcard unless momentum shifts.

🥉 Tier 3: The Long-Tail Options (Combining for ~2.3%)

Beyond the top three choices, a wide field of macro variables and long-shot outcomes are being tracked. While their individual probabilities hover low, they represent crucial hedges for speculative traders:

• Alternative Options: This includes 25-30 (1.2%), 20-25 (0.5%), and 10-15 (0.4%).
• Speculative Volume: Despite low statistical likelihood, certain long-tail contracts like 30+ are still attracting notable interest.

This market will resolve according to the finalized 7-day moving average of transit calls (“Arrivals of Ships”) for the Strait of Hormuz that IMF Portwatch reports for September 30, 2026.

If the reported value falls exactly between two brackets, this market will resolve to the higher range bracket.

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.

Data for a specific date must be finalized before it is considered for this market (namely, once the next date's data point is available, the previous one is finalized).

This market will resolve as soon as the relevant data has been finalized. If the data for the specified date has not been finalized by the end of the third calendar day (ET) after the day on which such data is released, this market will resolve based on data published up to that point. Additionally, if the relevant data is not released and finalized within 14 calendar days of the specified date, this market will resolve based on the most recent 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.

Only revisions to previously published data points made before the applicable resolution time will be considered.

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. Where an unrounded and rounded value provided by the resolution source differ with respect to the resolution of this market, the unrounded value will be used.

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 Most Overvalued Outcome 0-5 currently trades at 69%, but our AI places its Fair Value at just 52.6%. This creates a large negative EV Gap of -16.5%, suggesting the crowd may be overhyping this outcome and driving the premium too high.
• The Best Value Play (Highest EV) Our model identifies 15-20 as the premium value opportunity on the board. While the market only assigns it a 1.2% trading probability, our AI’s Fair Value assessment sits at 9% — yielding an impressive +7.9% EV Gap.
• Under-the-Radar Dark Horses Other notable discrepancies include 30+ (EV Gap: +3.3%) and 20-25 (EV Gap: +2.9%). These long-tail opportunities are heavily discounted by the live order books despite stronger statistical backing from our predictive model.