What will Silver (SI) settle at in June?

According to the latest prediction market data for the query “What will Silver (SI) settle at in June?”, traders have formed a strong consensus.

Currently, $50-$60 is dominating the market with an overwhelming 66.3% chance of winning. $60-$70 follows in second place at 34.3%, while <$50 sits in third with 0.8%. The betting volume for this specific market has already reached $815.1K, 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

• $50-$60 (66.3%): Currently commanding the highest probability, $50-$60 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 66¢, signaling a high degree of market conviction. This contract alone has generated $84.9K in volume.

🥈 Tier 2: The Primary Challengers

• $60-$70 (34.3%): Positioned as the most viable alternative, $60-$70 maintains a 34.3% chance of resolving true. Its “Buy Yes” shares currently trade at 34¢.
• <$50 (0.8%): Sitting in third place with a 0.8% probability, the market shows measured skepticism toward <$50, 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 $70-$80 (0.3%), $80-$90 (0.2%), and $90-$100 (0.2%).
• Speculative Volume: Despite low statistical likelihood, certain long-tail contracts like $100-$115 are still attracting notable interest.

This market will resolve according to the official CME settlement price for the Active Month of Silver futures on the final trading day of June 2026.

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

If the final trading day of the month is shortened (for example, due to a market-holiday schedule), the official settlement price published for that shortened session will still be used for resolution. If no settlement price is published for that session, the market will use the most recent published settlement for the Active Month during June.

For CME Silver (SI) futures contracts, the Active Month is the nearest of CME's designated delivery-cycle months (March, May, July, September, December) that is not the spot month. The Active Month becomes a non-active month effective on its First Position Date, at which point the next eligible contract month becomes the Active Month.

Only the Active Month's official settlement price published by CME Group will be considered. Intraday trades, highs, lows, bids, offers, midpoint values, or indicative prices do not count.

Note that the settlement price may differ from the last traded price. CME's methodology to determine the settlement price can vary by commodity and contract.

Only days during June on which CME publishes an official settlement price for the Active Month will be included. Days without settlement prices (weekends, holidays, or market closures) are ignored.

This market will resolve based on the settlement price as it appears on the CME settlement page at the time it is first published for the relevant trading day, regardless of any later corrections or updates.

The resolution source for this market is the CME Group website — specifically, the daily "Settlement" price for the Active Month of Silver (SI) futures.

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 $50-$60 currently trades at 66.3%, but our AI places its Fair Value at just 17.7%. This creates a large negative EV Gap of -48.5%, suggesting the crowd may be overhyping this outcome and driving the premium too high.
• The Best Value Play (Highest EV) Our model identifies >$115 as the premium value opportunity on the board. While the market only assigns it a 0.1% trading probability, our AI’s Fair Value assessment sits at 17.3% — yielding an impressive +17.2% EV Gap.
• Under-the-Radar Dark Horses Other notable discrepancies include $70-$80 (EV Gap: +14%) and <$50 (EV Gap: +10%). These long-tail opportunities are heavily discounted by the live order books despite stronger statistical backing from our predictive model.