Super Bowl Markets on Polymarket

The game streams the venue's standard shapes at NFL scale: winner line, over/under on the total, and props inside the 58,000-prop scheme that dominates the catalog alongside 372,000 over/under markets. Season-long futures behave like multi-month qualifiers that settle at the final whistle.

The prop shelf is the distinctive dataset — spread-to-cover, scoring-drive, player-touchdown shapes that cluster more questions on one evening than any other fixture on the venue.

Kickoff starts a four-hour churn: the winner line reprints on every score, the total steps by drive, and the prop ladders tick continuously. The recorded book holds the entire evening at 250ms with UTC seconds — each defensive stop, each lead change, each commercial-break drift preserved as rows.

Volume makes the Super Bowl the opposite of the venue's thin normal: multiple resting bids per level and tight top-of-book — the best case study for how a US mega-event books on a permissionless order book.

The line opens a week out, tightens on kickoff news, and swings between favorites four times across the first half. Each swing is a reprint inside one or two 250ms frames; the archive keeps bid, ask, mid, top-of-book depth, and volume aligned to the second.

At the final whistle the winner column writes the champion to every row of the season's futures — a single query that replays an entire four-hour market at full depth.

A week-deep futures book ticks slowly most of the season; the archive's value is the concentration on game day. One honest caveat: prop liquidity follows the legal attention span, so a long-shot prop can sit one-sided for hours — the venue's 98.6% grid-bunching applies to winners, not to every shelf.

• NFL data
• Sports catalog
• Backtest