Prediction Market Odds & Implied Probability Arb Calculator

1. Market & Position Inputs

Subjective Win Probability (P_win) 69.0%

Yes Price ($)

No Price ($)

Yes Contracts

No Contracts

Exchange Fee (%)

TSLA Shares Held

TSLA Base Price ($)

TSLA Drop if No Merger (%)

2. Dynamic Payoff Curve & Arbitrage Visualizer Continuous Probability Distribution

Implied Odds (Decimal) 1.45 1 / $0.69 Entry

American Odds -223 Yes Odds

Breakeven Shift 0.0% Fair Market Level

3. Terminal Telemetry & Proof PRD-68-EVAL

Net Expected Value (EV) $220.00 +31.88% Net Return on Capital

Arbitrage Spread / Fee Drag NO ARB (0.00%) $6.90 Fee Capital Drag

Hedged Portfolio Drawdown Protection $3,300 Hedge Payout Covers 100.0% Downside

Metric	Value
Total Position Outlay	$690.00
Payout if Merger Occurs	$1,000.00
Payout if No Merger	$0.00
Equity Portfolio Impact (No Merger)	-$3,300.00

Fees and equity assumptions in a binary scenario

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This saved position planner stores one thousand YES contracts at point sixty-nine, zero NO and one percent fee. Raw cost six hundred ninety increases to six hundred ninety-six ninety. Bars compare raw and fee-inclusive capital at half a pixel per dollar. Names and contract headline are stored scenario labels, not a current market, verified price or real position. No brokerage or prediction market is contacted and no trade occurs. With default zero NO contracts, modeled YES settlement pays one thousand minus capital, or three hundred three dollars ten. NO settlement pays zero, losing six hundred ninety-six ninety. Bars label profit and loss magnitudes at point six pixels per dollar. These conditional outcomes do not provide an actual forecast or establish contract rules. They assume full one-dollar settlement, chosen fees and unchanged quantities. Default scenario additionally subtracts a separate equity-loss assumption in NO outcome. Entered one hundred equity shares at two hundred twenty with assumed fifteen percent drop give thirty-three hundred possible loss. Default thirty-one percent NO weight contributes ten hundred twenty-three expected-loss dollars. Bars compare loss and weighted contribution at point fifteen pixels per dollar. The YES outcome assumes equity unaffected. This is an authored scenario, not measured correlation, event probability or verified hedge efficiency. Native arbitrage-named preset, complete stable JSON export and reset preserve source without recommending a position.