Why the same event can trade at very different prices across April, June, and later deadlines — and how to read that timing gap correctly.
Platforms
3
Examples
Live
Updated
Apr 2026
Focus
Timing
The key takeaway from this page
Real contract examples
Example data not loaded
Loading example data…
Fundamental timing mechanics
‘By Apr 30’ and ‘By Jun 30’ are not duplicate contracts. They are separate deadlines with different win conditions.
If an event needs to happen soon, the market needs evidence that it is imminent — not just plausible eventually.
More time means more opportunities for the event to occur, so the longer-dated contract usually trades higher.
This is the key idea: the longer contract can be more expensive without contradicting the shorter one. It is pricing more time, not a different reality.
Calculate timing gaps
Implied per-period probability
36.0%
Using a simple cumulative-probability approximation: P = 1 - (1 - P_long)^(1 / periods)
Extra time value priced in
35¢
The long-date contract is charging you that much more for the wider time window.
Asymmetric price drivers
Cross-platform timing features
| Platform | Has dated event series? | Resolution rule source | Contract naming convention |
|---|---|---|---|
| Kalshi | Awaiting Confirmation | Awaiting Confirmation | Awaiting Confirmation |
| Polymarket | Awaiting Confirmation | Awaiting Confirmation | Awaiting Confirmation |
| Interactive Brokers | Awaiting Confirmation | Awaiting Confirmation | Awaiting Confirmation |
Some platform-specific timing fields still need source verification. The page ships the education framework now and marks those comparison cells clearly until the fact store is updated.
4 common questions answered
