US Cremonese vs. Como 1907 - More Markets

Platform comparison

Active sub-markets

Market context

Cremonese and Como 1907 are scheduled to contest a Serie A fixture on 24 May 2026 at 9:00 AM ET, with settlement contingent on official match outcomes published by the Italian football federation. The 0% crowd probability reflects either minimal trading activity or strong consensus that additional market contracts for this specific matchup lack sufficient demand relative to existing primary markets covering the same event.

Comparable Serie A derivative markets have historically shown settlement delays when official results face administrative review, particularly where goal-line technology or VAR decisions require federation clarification. The current probability distribution suggests traders view this as a supplementary contract with limited liquidity rather than a primary price discovery mechanism. Historical patterns indicate such secondary markets often remain dormant until within 48 hours of kick-off, when arbitrage opportunities between primary and derivative contracts become material.

Regulatory accessibility differs substantially across jurisdictions. Under German GlüStV provisions, prediction markets on sports outcomes face stricter licensing requirements than financial derivatives, affecting European trader participation. US CFTC guidance treats sports prediction markets as exempt from commodity futures regulation when structured as binary contracts under $1,500 notional value per position, which typically permits no-KYC participation for individual trades below this threshold. This market's settlement window closes at 13:00 UTC on 24 May, approximately four hours post-match, allowing time for official result confirmation before final determination. Traders should monitor Serie A's official communications regarding fixture scheduling changes, venue alterations, or postponements, which would trigger contract modifications under standard market rules.

Methodology

This page is a comparison snapshot: one live quote (Polymarket), four reference venues with their key attributes, and a single execution path — every trade button routes to PolyGram, which mirrors the Polymarket order book directly.

Resolution & payout

Settlement runs on-chain. Polymarket's contract logic separates YES and NO shares as conditional tokens; at resolution the winning share lifts to $1.00 and the losing one to $0. The outcome input comes from the UMA Optimistic Oracle, which secures against bad resolution with a bond + dispute window.

Once finalised, the smart contract pays USDC to the holders' wallets within minutes — no withdrawal fees beyond Polygon network gas. Kalshi settles in USD via CFTC clearance, Betfair in account currency net of commission, Manifold in play-money mana with no cash-out.

FAQ

Is this market available outside the US?

PolyGram is available in most jurisdictions where Polymarket isn't directly accessible. Polymarket itself is geo-blocked in the US/UK/EU. Always check local regulations.

What's the difference between YES and NO shares?

A YES share pays $1.00 if the event happens, $0 otherwise. A NO share pays $1.00 if the event doesn't happen. The market price between 0¢ and 100¢ is the implied probability.

How fast are USDC deposits?

Polygon credits deposits after 12 confirmations — usually under 30 seconds. Withdrawals follow the same path and land back in your wallet within minutes.

Do I need to KYC for this market?

Not under $1,500 of lifetime trading volume. Above that threshold, PolyGram triggers a quick verification flow that finishes in minutes.

How reliable are the quoted odds?

The YES/NO percentages are the live mid-prices of the Polymarket order book. On deep markets they move every few seconds; on thinner ones you'll see short plateaus.