Why Price Gaps Between Kalshi and Polymarket Aren't Free Money (Most of the Time)

    You've seen the 10–15¢ spreads. Here's the real classification of what they actually are.

    Real Arb
    Contract Mismatch
    Fee Artifact
    Structural Gap

    The 5 Types of "Arbitrage"

    Most price gaps between platforms fall into one of these five buckets. Only one of them is actually exploitable.

    Potential real arbitrage

    Same contract, same resolution source, same resolution date — gap exceeds combined fees on both sides and you can fill both legs without slippage.

    How to spot it: Verify resolution source language is identical on both platforms before assuming this is real arb.
    Contract mismatch

    The markets look identical but have different resolution criteria — AP call vs. federal certification, live score vs. exchange-designated source. The 'gap' isn't arb; it's pricing different things.

    How to spot it: Read the resolution source field on each contract. If wording differs at all, assume mismatch.
    Fee artifact — no real edge

    The apparent gap is smaller than the combined fees to open and close both sides. You pay to open, pay to close — the math doesn't work even if the spread stays open.

    How to spot it: Add up Kalshi entry fee (~1.75¢/contract) + Polymarket fee (~0.1¢) for both legs. If gap < total fees, it's an artifact.
    Structural gap

    Kalshi is US-retail only; Polymarket is global and crypto-native. Different participant pools can sustain persistent price differences that reflect genuine disagreement between two separate user bases — not exploitable inefficiency.

    How to spot it: Gaps on high-profile contracts (elections, Fed decisions) often persist for hours. That's structural, not arb.
    Insufficient data

    Not enough information to classify. Market depth, resolution source, or contract terms are ambiguous. Don't trade on a gap you can't classify.

    How to spot it: If you're not sure which category the gap falls into, assume it's not real arb.

    Why Fees Eat Apparent Arbitrage

    Even when you see a real gap, the combined cost of opening and closing both legs often exceeds it.

    Fee Rates by Platform

    PlatformEntry feeExit fee
    Kalshi1.75¢/contractNone
    Polymarket0.1¢/contractNone

    Fee rates are estimates — verify on the official platform website

    Worked Example: 3¢ Gap

    The question: "Is a 3¢ gap — Kalshi YES at 55¢, Polymarket YES at 52¢ — real arbitrage?"

    What you see: Kalshi 55¢ | Polymarket 52¢ → apparent gap

    Leg 1 — buy: Buy Polymarket YES at 52¢. Fee: −0.1¢

    Leg 2 — sell: Sell Kalshi YES at 55¢. Fee: −1.75¢

    Total fee cost: −1.85¢

    Net edge after fees: +1.15¢

    Possible outcomes

    Scenario A — Both legs fill, contracts identicalGap survives

    You net 1.15¢ per contract. The 3¢ gap was real arbitrage after fees.

    Scenario B — Contract mismatch or one leg missesGap is a mirage

    You end up long one side with open exposure plus fees paid, and no offsetting leg. What looked like a 3¢ gap was a contract-wording difference, not arbitrage.

    A 3¢ gap might survive fees — but only if both legs fill at the quoted price and the contracts are truly identical. Most aren't.

    Most "Arb" Is Actually Contract Mismatch

    The same event, priced differently, because the resolution criteria differ in ways that matter.

    Why Kalshi and Polymarket Trade at Different Prices Even on Identical Contracts

    Different participant pools can sustain persistent price differences that aren't exploitable.

    Kalshi participants

    US retail only (Reg basis)

    Polymarket participants

    Global, crypto-native, no US retail (QCX LLC basis)

    A price gap between US-only and global crypto markets often reflects different trader composition, not pure information disagreement.

    Kalshi position limit threshold: $25,000 — large positions trigger review.

    The Rarer Case: When a Gap Is Actually Exploitable

    Real cross-platform arbitrage exists, but requires all six conditions to hold simultaneously.

    Real Arb Checklist

    • Same underlying contract terms
    • Same resolution source (exact wording matches)
    • Same resolution date
    • Gap larger than combined fees on both sides
    • You can fill both legs at quoted price (no slippage)
    • Settlement timing aligns (you won't be stuck in one platform awaiting payout)

    Honest bottom line

    Real cross-platform arb exists but is rare and usually closed before manual traders can execute. Systematic traders with API access and automated execution are the primary beneficiaries. If you're reading this page, you're probably not trading fast enough to catch it. Where retail has real edge: category selection and resolution mechanics knowledge — not pure speed arb.

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