Event Contract Collateral and Max Loss
Return on collateral for each side, by contract priceranking ·
2026-08-22 · 13×4
Near the money SPY put marks, May to June 2026series ·
2026-08-22 · 41×4
Buyer and seller collateral at every contract priceranking ·
2026-08-22 · 19×4
Short dated Treasury yields, trailing 18 monthsseries ·
2026-08-22 · 18×4
A 60 cent contract, annualised across holding periodsranking ·
2026-08-22 · 7×3
Brier Score: How to Grade a Forecast
Brier score of the market's own stated probability, by underlyingranking ·
2026-08-13 · 6×4
The market's Brier score across expiry horizons, SPYranking ·
2026-08-13 · 6×4
SPY option deltas against how often those contracts finished in the moneyranking ·
2026-08-13 · 10×4
How to De-Vig Betting Odds Into Probabilities
Implied probability by quote format, illustrative quotesranking ·
2026-08-11 · 5×2
De-vig methods on one lopsided market, -750 against +475ranking ·
2026-08-11 · 4×3
Book sum and overround on four illustrative marketsranking ·
2026-08-11 · 4×3
How Event Contracts Settle: Payout and Fees
Final-day call prices by where the strike sat against the priceranking ·
2026-08-09 · 12×3
Traded price against intrinsic value, by days to expirytable ·
2026-08-09 · 30×4
Where SPY option volume sits across the last 30 days of contract lifetable ·
2026-08-09 · 30×2
How Markets Price Fed Rate Odds
TLT call deltas read as implied probabilities: chain of Sep 15, 2025, expiring Sep 19ranking ·
2026-08-03 · 9×4
Front-end Treasury yields by month, January 2024 to June 2026series ·
2026-08-03 · 30×5
Five-session move in short Treasury yields into each 2025 FOMC decision dayranking ·
2026-08-03 · 8×3
The short end of the Treasury curve around the September 2025 FOMC meetingseries ·
2026-08-03 · 42×4
Event Contract Prices as Probabilities
Yes and No probabilities across one SPY chain: call side, put side, and the pair totaltable ·
2026-08-03 · 8×5
How a near coin flip resolves: average implied probability by checkpoint, split by outcomeranking ·
2026-08-03 · 6×4
Contracts priced near a coin flip: implied vs realized outcome by name, 2023 through June 2026ranking ·
2026-08-03 · 6×4
Implied probability vs what happened: SPY calls 30 days from expiry, 2022 through June 2026ranking ·
2026-08-03 · 10×4
Return on collateral for each side, by contract price
Return on collateral for each side, by contract price
| price_cents | buyer_return_on_collateral_pct | seller_return_on_collateral_pct | breakeven_probability_pct |
|---|---|---|---|
| 20 | 400 | 25 | 20 |
| 25 | 300 | 33.3 | 25 |
| 30 | 233.3 | 42.9 | 30 |
| 35 | 185.7 | 53.8 | 35 |
| 40 | 150 | 66.7 | 40 |
| 45 | 122.2 | 81.8 | 45 |
| 50 | 100 | 100 | 50 |
| 55 | 81.8 | 122.2 | 55 |
| 60 | 66.7 | 150 | 60 |
| 65 | 53.8 | 185.7 | 65 |
| 70 | 42.9 | 233.3 | 70 |
| 75 | 33.3 | 300 | 75 |
| 80 | 25 | 400 | 80 |
the exact SQL behind every number
SELECT
price_cents,
round(100 * (100 - price_cents) / price_cents, 1) AS buyer_return_on_collateral_pct,
round(100 * price_cents / (100 - price_cents), 1) AS seller_return_on_collateral_pct,
price_cents AS breakeven_probability_pct
FROM
(
SELECT arrayJoin(range(20, 85, 5)) AS price_cents
)
ORDER BY price_cents
More from this analysisEvent Contract Collateral and Max Loss
Buyer and seller collateral at every contract price
ranking 19×4
→
A 60 cent contract, annualised across holding periods
ranking 7×3
→
Near the money SPY put marks, May to June 2026
series 41×4
→
Short dated Treasury yields, trailing 18 months
series 18×4
→
See all 2,170 queries →