JD Vance out as VP by...?

According to the latest prediction market data for the query “JD Vance out as VP by...?”, traders have formed a strong consensus.

Currently, December 31 is dominating the market with an overwhelming 8.5% chance of winning. June 30 follows in second place at 0.4%. The betting volume for this specific market has already reached $145.9K, 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

• December 31 (8.5%): Currently commanding the highest probability, December 31 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 9¢, signaling a high degree of market conviction. This contract alone has generated $70.2K in volume.

🥈 Tier 2: The Primary Challengers

• June 30 (0.4%): Positioned as the most viable alternative, June 30 maintains a 0.4% chance of resolving true. Its “Buy Yes” shares currently trade at 0¢.

This market will resolve to “Yes” if JD Vance ceases to be Vice-President of the United States for any period of time between market creation and the specified date (ET). Otherwise, this market will resolve to “No”.

An announcement of Vance's resignation/removal before this market's end date will immediately resolve this market to "Yes", regardless of when the announced resignation/removal goes into effect.

If the specified individual is detained, effectively removed from the specified position, or otherwise permanently prevented from fulfilling the duties of the specified position within this market’s timeframe, it will qualify for a “Yes” resolution.

The resolution source for this market will be official information from JD Vance and the government of the United States; however, a consensus of credible reporting may also 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 Best Value Play (Highest EV) Our model identifies June 30 as the premium value opportunity on the board. While the market only assigns it a 0.4% trading probability, our AI’s Fair Value assessment sits at 4.5% — yielding an impressive +4.1% EV Gap.