| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $68,768.19 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether Bitcoin will meet the $68,768.19 price condition within a specified 15‑minute measurement window on the KALSHI platform. It matters because short, time‑boxed price targets can resolve quickly and reflect immediate market sentiment and liquidity around that level.
Bitcoin is a highly liquid but volatile asset whose intraday price can move sharply on a mix of on‑chain flows, exchange order book imbalances, macro news, and derivatives expiries. Markets that specify very short measurement windows (15 minutes) tend to be driven by transient order flow and execution details rather than long‑term fundamentals. Because this event’s close time is listed as TBD, traders should monitor the event page for the exact settlement window and any platform notices.
Prediction market odds for this event represent the aggregated market view on the chance the price condition will be met during the defined 15‑minute window and will update as new information arrives. Interpret odds as a snapshot of collective expectations and as a signal that can change quickly with market events and liquidity shifts.
It indicates the market will check whether Bitcoin reaches the specified price level within a 15‑minute measurement period; the platform’s official market description and settlement rules define whether the condition is 'trade at or above', 'last trade', or another price test, so consult the KALSHI event page for the formal definition.
The start and end times for the measurement window are set by KALSHI and will be posted on the event page or in platform notices; until the platform publishes that timing, participants should treat the event as unresolved and monitor the page for the official schedule.
Settlement uses the price feed and methodology specified by KALSHI in the event details; that could be an aggregated index, a primary exchange, or another reference price, so check the event’s settlement rules to see the exact data source.
Yes—on short timeframes, single large trades or thin liquidity can produce transient prints that satisfy or fail the condition, which is why understanding the settlement rule (e.g., last trade vs. time‑weighted) is critical for assessing execution risk.
Options expiries, concentrated futures settlements, and macro announcements can concentrate order flow and spike volatility around a narrow window, increasing the chance of rapid price moves that may make or break the target during the 15‑minute measurement period.