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Arbitrage

Binary Arbitrage

Exploiting a price gap where YES + NO best asks < $1.00 by buying both sides.

Detailed explanation

Binary arbitrage is an intra-market arbitrage play on Kalshi where the sum of the best-ask prices for YES and NO is below $1.00. By buying both sides, you lock in the spread (the difference to $1.00) as a nearly risk-free edge, minus the per-contract fee. The technique relies on the market ensuring the YES and NO prices converge toward $1.00 in fair value, so the combined cost of both legs gives you a guaranteed payoff on resolution.

In practice, you scan for markets where YES_ask + NO_ask < $1.00. If YES is priced at 42¢ and NO at 56¢, the total is 98¢. Purchasing one YES and one NO contract executes a guaranteed edge of 2¢ per pair, assuming no slippage and typical fees. This edge persists until the market moves or executes; effective execution depends on liquidity, fees, and timing relative to settlement.

Worked example

Example: For a Kalshi binary market, YES at 42¢ and NO at 56¢, total cost to buy both is 98¢. If the event resolves true, YES pays $1.00 and NO pays $0.00; if false, YES pays $0.00 and NO pays $1.00. In either case, you lock a 2¢ edge before fees, since you spent 98¢ and stand to gain $1.00 on the winning leg minus the other leg’s loss, netting a small guaranteed profit minus the Kalshi fee.

FAQ

What is the core concept of binary arbitrage on Kalshi?
Buy both YES and NO when their best asks sum to less than $1.00 to lock a guaranteed edge, minus fees, regardless of the event outcome.
Why does the edge exist in intra-market arbitrage?
Because market makers often price YES and NO separately; if their combined price dips below $1.00, a paired buy guarantees a payoff as the market converges toward $1.00 at settlement.

See Binary Arbitrage on a live Kalshi market

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