Order Book Liquidity Depth
Interactive Bid/Ask Depth
Simulated Order Flow Balance (Buying Pressure)
50% YES / 50% NO
Historical Drift vs Consensus Odds
Post-ATH S&P 500 Daily Win Rate
Historical Post-ATH SPX Win Rate Baseline
53.8%
Historical analysis shows SPX daily drift following Friday ATH closes carries a 53.8% win-rate, presenting a divergence against the 55.0% Polymarket consensus odds.
Delta-Hedging Payoff Profile
Binary Options Risk Mitigation
Portfolio SPX Exposure ($)
$100,000
Analytical Metrics & Scenario Proof
Canonical Output Verification
Implied Probability
0.5500
Expected Payoff/Contract
0.4500
Optimal Hedge Contracts
818
Downside Mitigation
82.4%
Arbitrage Opportunity
false
| Parameter Metric | Market Consensus | Historical Model |
|---|---|---|
| Daily Win Probability | 55.0% | 53.8% |
| Expected Value (EV) / Contract | $0.00 | -$0.012 |
| Spread Arbitrage Status | No Spread Arbitrage | |