BNB price range on Mar 26, 2026 at 2pm EDT?

The event’s settlement relies on the data source specified in the market rules—commonly a particular exchange, an index compiled from multiple venues, or a designated data vendor. Check the market’s official settlement specification to see which feed, exchange pair, and timestamp the platform will use for this event.

Settlement convention (instantaneous timestamp vs. time-window average) is defined in the event’s rules. Some markets use the last trade at the timestamp, others use a time-weighted average across a short window; consult the event documentation to know which approach applies here.

Outcomes are typically contiguous, non-overlapping price buckets that partition a continuous range of BNB values; each outcome label shows the numeric lower and upper bounds for that bucket. Review the outcome list on the event page to see the exact boundaries and ensure you understand whether bounds are inclusive or exclusive as specified.

Platforms usually have contingency and arbitration rules: they may switch to a backup feed, use a secondary exchange, apply a defined fallback procedure, or invoke manual settlement by an adjudication process. The event’s official rules describe the fallback sequence to be used in such cases.

Markets incorporate public information as soon as traders can act on it; prices can move immediately when credible news is released. However, practical limits include trading hours and any platform-defined trading cutoffs—check whether the market closes for trading before the settlement time (noting this event currently lists its close as TBD).