How many ships transit the Strait of Hormuz week of July 13?

According to the latest prediction market data for the query “How many ships transit the Strait of Hormuz week of July 13?”, traders have formed a strong consensus.

Currently, <100 is dominating the market with an overwhelming 98.4% chance of winning. 100-124 follows in second place at 1.5%, while 175+ sits in third with 0.8%. The betting volume for this specific market has already reached $50.6K, 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

• <100 (98.4%): Currently commanding the highest probability, <100 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 98¢, signaling a high degree of market conviction. This contract alone has generated $35.2K in volume.

🥈 Tier 2: The Primary Challengers

• 100-124 (1.5%): Positioned as the most viable alternative, 100-124 maintains a 1.5% chance of resolving true. Its “Buy Yes” shares currently trade at 1¢.
• 175+ (0.8%): Sitting in third place with a 0.8% probability, the market shows measured skepticism toward 175+, treating it as an outside wildcard unless momentum shifts.

🥉 Tier 3: The Long-Tail Options (Combining for ~0%)

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 125-149 (0.4%), and 150-174 (0.2%).
• Speculative Volume: Despite low statistical likelihood, certain long-tail contracts like 125-149 are still attracting notable interest.

This market will resolve according to the finalized total number of transit calls that IMF Portwatch reports for the Strait of Hormuz for all days from July 13, 2026, through July 19, 2026, inclusive.

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 data has been finalized for the final date in the specified period. If the data for the final date of the specified period 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 not all relevant data has been released and finalized within 14 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.

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.

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 <100 currently trades at 98.4%, but our AI places its Fair Value at just 66.3%. This creates a large negative EV Gap of -32%, suggesting the crowd may be overhyping this outcome and driving the premium too high.
• The Best Value Play (Highest EV) Our model identifies 100-124 as the premium value opportunity on the board. While the market only assigns it a 1.5% trading probability, our AI’s Fair Value assessment sits at 2.8% — yielding an impressive +1.4% EV Gap.
• Under-the-Radar Dark Horses Other notable discrepancies include 125-149 (EV Gap: +0.8%). These long-tail opportunities are heavily discounted by the live order books despite stronger statistical backing from our predictive model.