| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $70,905.41 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether Bitcoin's price will reach $70,905.41 within a specified 15-minute measurement window. It matters because short-duration targets test intraday volatility and can be decided by brief spikes, liquidity gaps, or major order flow.
Bitcoin's intraday price is driven by spot liquidity, derivatives positioning, on-chain flows, and macro news; short windows amplify the impact of single large trades or exchange-specific anomalies. Markets like this are used by traders to express views on immediate price action around scheduled events or transient liquidity conditions. Always check the event's settlement rules because the official price source and timestamp policy determine outcomes.
Market odds aggregate active traders' expectations about whether the target will be hit during the 15-minute window and will move quickly as new information arrives. Treat them as real-time sentiment indicators, not guarantees, and combine them with order-book and news context before acting.
KALSHI will specify an exact start and end timestamp and the authoritative settlement source in the event's terms; the defined window on the event page is what matters for resolution.
The settlement rules for this contract list the official price feed or exchange index used for resolution; consult the event's settlement section on KALSHI for the precise source.
If the designated settlement feed records a trade or index value at or above $70,905.41 during the measurement window, it generally counts; whether very short ticks are recognized depends on the official feed's timestamping and aggregation rules.
KALSHI will announce the closing/settlement schedule before the contract's activation or as part of the market terms; until then, traders should monitor the event page for updates and avoid assuming a specific close time because timing drives intraday risk and liquidity.
Similar short-window events have often been decided by transient spikes from low-liquidity trades, exchange-specific anomalies, or immediate reactions to breaking news; they tend to be more sensitive to isolated order-book events than longer-duration markets.