Maximum WTI front month settle price reach $115.01 by Dec 31, 2026 priced at 43.5% on Kalshi, up 9.9 points, on $2.0M traded

Kalshi’s contract on whether the maximum WTI front-month settlement price will reach $115.01 by Dec 31, 2026 was priced at 43.5%, up 9.9 percentage points over 24 hours, with $2.0M traded. According to PredictionBubbles’ Oct. 20 movers summary, the crude-oil contract was among the largest upward moves in finance.

A sharp repricing, still below 50%

The increase left the contract’s implied probability below 50%, despite the substantial daily gain. The question concerns the maximum front-month settlement price by the deadline—not simply where WTI finishes on Dec 31, 2026.

The supplied summary identifies a snapshot from Oct. 20 at 12:10 UTC. The accompanying PredictionBubbles page displays a later refresh, dated 20 Oct 2026, 12:40 UTC, but its supplied text does not reproduce the individual contract’s figures. The 43.5% price, 9.9-point increase and $2.0M traded therefore describe the headline snapshot rather than a separately verified later reading.

What the movers board measures

According to PredictionBubbles, its rankings compare market-implied probabilities over 24 hours, using prices from Kalshi and Polymarket and updating every 15 minutes. The displayed universe covers 2,024 markets lasting longer than 14 days; markets without a valid day-earlier comparison are excluded.

The ranking measures probability-point changes, not relative percentage gains. Trading volume provides context but does not affect a market’s position. The supplied material identifies no specific catalyst for the WTI contract’s rise, so it establishes a repricing without explaining what drove it.

What it means for prediction markets

• Settlement wording matters: This is a maximum front-month settlement-price question with a $115.01 threshold and a Dec 31, 2026 deadline, rather than a forecast of the year-end oil price.
• Direction is not certainty: The 9.9-percentage-point increase represents a higher market-implied probability, but the reported 43.5% remains below 50%.
• Volume is context, not proof of liquidity: The reported $2.0M traded does not, on its own, establish order-book depth or explain the move.
• Keep snapshots separate: The summary’s 12:10 UTC observation and the page’s 12:40 UTC refresh should not be treated as independently confirming the same contract price.