What will WTI Crude Oil (WTI) hit in June 2026?

根據「What will WTI Crude Oil (WTI) hit in June 2026?」的最新預測市場資料，交易者已形成強烈共識。

目前，↓ $65 以壓倒性的 4.6% 獲勝機率主導市場；↑ $80 以 3% 位居第二，↑ $85 以 1.7% 排名第三。該市場的下注量已達 $8.6M，反映出市場的高度關注。

為了更好地評估各潛在結果的位置，可依據隱含機率與合約定價將市場劃分為三個明顯的交易梯隊：

🥇 第一梯隊：絕對領跑者

• ↓ $65 (4.6%)：↓ $65 目前擁有最高機率，深受訂單簿青睞。看好該結果的交易者面對的「Buy Yes」合約價為 5¢，顯示出市場的高度確信。僅該合約就已產生 $1.1M 的成交量。

🥈 第二梯隊：主要挑戰者

• ↑ $80 (3%)：作為最可行的替代選項，↑ $80 保持著 3% 的成真機率，其「Buy Yes」份額目前成交價為 3¢。
• ↑ $85 (1.7%)：以 1.7% 的機率位列第三，市場對 ↑ $85 持謹慎懷疑態度，除非勢頭轉變，否則視其為外圍黑馬。

🥉 第三梯隊：長尾選項（合計約 90.7%）

在前三名之外，還有大量宏觀變數與冷門結果被持續追蹤。儘管單個機率偏低，但它們是投機交易者的重要對沖：

• 替代選項：包括 ↑ $90 (0.8%)、↑ $95 (0.5%)，以及 ↓ $60 (0.4%)。
• 投機成交：儘管統計機率偏低，像 ↓ $50 這類長尾合約仍吸引著可觀的關注。

This market will resolve to "Yes" if, at any point after market creation and during a trading session of June 2026, any 1-minute candle for the Active Month of WTI Crude Oil futures has a final "High" or "Low" price equal to or beyond (above for ↑ High Prices, below for ↓ Low Prices) the listed price. Otherwise, this market will resolve to "No".

Prices will be used exactly as published by Pyth, without rounding.

If the Active Month contract does not trade at all during the listed time frame, this market will resolve to "No".

Only prices achieved during an applicable trading session of the specified timeframe’s business days will be considered. The trading session for a given business day typically begins at 6:00 PM ET on the prior calendar date. Under the standard schedule, trading is open from 6:00:00 PM ET Sunday through 5:00:00 PM ET Friday, with a daily break from 5:00:00 PM ET to 6:00:00 PM ET, except where modified by holiday or special-session hours.

The active month changes at the start of the second trading session prior to the nearest listed contract's last trading session. At that point, the next listed contract becomes the active month (i.e., for the final three trading sessions of the nearest listed contract, the contract for the next month is the active month).

Per CME contract specifications for WTI Crude Oil (CL) futures, a contract's last trading day is three business days prior to the 25th calendar day of the month preceding the contract's delivery month (or four business days prior if the 25th calendar day is not a business day).

For example, if the 25th of the month is a Saturday, the last trading session for the nearest listed contract is the session for Tuesday the 21st, and the next listed contract becomes the active month at the start of the trading session for Friday the 17th (6:00 PM ET on Thursday), assuming a standard trading calendar.

If the relevant Pyth data is unavailable due to a system outage, data failure, or other technical disruption that prevents verification of the required 1-minute candle data, the official daily high/low price published for the Active Month WTI Crude Oil (CL) futures contract by CME Group may be used to determine whether the listed price was reached during the applicable trading session.

In the event of a contract specification change, feed change, or similar structural modification affecting the underlying market during the listed time frame, this market will resolve based on adjusted prices as displayed on Pyth.

The resolution source for this market is Pyth — specifically, the Active Month WTI Crude Oil futures "High" and "Low" prices available at https://pythdata.app/explore?search=WTI, with the chart settings configured for 1-minute candles. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.

人群共識與投機成交塑造了更宏觀的預測市場，而我們的量化演算法提供了資料驅動的反向視角。透過分析基本面訊號、底層趨勢與歷史分布，我們的 AI 估值模型為每個結果獨立測算出一個「公允價值」機率。

將該公允價值與當前交易價值對比，可揭示出重大背離——即期望值（EV）差。正 EV 差代表統計上被低估的結果，而負 EV 差則提示市場可能存在反應過度。

頂級 AI Alpha 與錯誤定價套利機會

根據最新一輪資料模型測算，以下幾個關鍵合約存在顯著偏離：

• 最佳價值標的（最高 EV）：我們的模型將 ↑ $80 識別為盤面上最具價值的機會。市場僅給予其 3% 的交易機率，而我們 AI 的公允價值評估為 20.8%——形成可觀的 +17.8% EV 差。
• 被忽視的黑馬：其他值得注意的偏離包括 ↑ $105（EV 差：+12.6%）以及 ↑ $85（EV 差：+10.7%）。儘管我們的預測模型給予更強的統計支撐，這些長尾機會仍被即時訂單簿大幅低估。