Strong equity performance and subdued volatility continue to anchor trader consensus against an NYSE marketwide circuit breaker before 2027. The S&P 500 trades near record highs around 7,800–7,910 in mid-August 2026 following a 15% Q2 advance, while the VIX hovers near 14.25—its lowest levels since January—reflecting compressed implied volatility and risk-on sentiment. Level 1 triggers require a 7% intraday S&P 500 decline, an event seen only during the 2020 COVID shock under current rules. With roughly four-and-a-half months remaining until year-end and no acute catalysts visible, these conditions support the 86% market-implied probability for “No,” though tail risks from geopolitics or policy surprises remain.
Экспериментальная сводка, созданная ИИ на основе данных Polymarket. Это не является торговой рекомендацией и не влияет на то, как разрешается этот рынок. · ОбновленоДа
$99,798 Объем
$99,798 Объем
Да
$99,798 Объем
$99,798 Объем
A marketwide circuit breaker is defined as a trading halt that is initiated due to significant declines in the S&P 500 Index, specifically a Level 1, Level 2, or Level 3 halt as per NYSE rules.
The primary resolution source for this market will be official information from the NYSE, however a consensus of credible reporting will also be used.
Открытие рынка: Nov 7, 2025, 4:20 PM ET
Resolver
0x65070BE91...A marketwide circuit breaker is defined as a trading halt that is initiated due to significant declines in the S&P 500 Index, specifically a Level 1, Level 2, or Level 3 halt as per NYSE rules.
The primary resolution source for this market will be official information from the NYSE, however a consensus of credible reporting will also be used.
Resolver
0x65070BE91...Strong equity performance and subdued volatility continue to anchor trader consensus against an NYSE marketwide circuit breaker before 2027. The S&P 500 trades near record highs around 7,800–7,910 in mid-August 2026 following a 15% Q2 advance, while the VIX hovers near 14.25—its lowest levels since January—reflecting compressed implied volatility and risk-on sentiment. Level 1 triggers require a 7% intraday S&P 500 decline, an event seen only during the 2020 COVID shock under current rules. With roughly four-and-a-half months remaining until year-end and no acute catalysts visible, these conditions support the 86% market-implied probability for “No,” though tail risks from geopolitics or policy surprises remain.
Экспериментальная сводка, созданная ИИ на основе данных Polymarket. Это не является торговой рекомендацией и не влияет на то, как разрешается этот рынок. · Обновлено



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