Cryptolean
// Methodology · implied

Market-implied probabilities from Kalshi candles.

Current definition implied-v1. Charts stamped with it were computed by src/metrics/implied.py, and every value plotted for a past date could have been computed on that date.

Definition and failure modes

A Kalshi contract settles at $1 if the outcome happens and $0 if it does not, so its price reads as a probability. Three caveats that belong on every chart built from it:

1. It is a risk-neutral probability, not a forecast. It includes whatever risk

premium and hedging demand sit in the price.

2. Mutually exclusive outcomes rarely sum to exactly 1. Fees and spread leave a

gap. We report the raw sum so the gap is visible, and normalise only for display.

3. Mid, not last. Last trade can be stale on a thin market; the midpoint of the

bid/ask is the better read where both sides exist.

Version history

Newest first. Each entry says what changed and whether values that had already been published moved with it, followed by the sentence from the module that decided the verdict.

  1. implied-v12026-08-05InitialCurrent

    outcome panels from daily candles, raw sum reported.

    The first version of this metric. There is no earlier definition to restate.

Charts drawn with it

2 charts name this metric in their readout line.

Current version
implied-v1
Versions on record
1
First dated
2026-08-05
Restatement policy
Never moved
Never restated. Every bump on record added output without redefining what was already there.
Charts
2
Source
src/metrics/implied.py
Public functions
bridge_gaps, calibration, compute, default_event, easing_probability, epoch_ms, liquidity_disclosure, outcome_panel, settled_outcomes
Machine-readable
catalog.json · llms.txt