| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $71,208.39 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether Bitcoin (BTC) will reach the price target of $71,208.39 within a single 15-minute measurement period. It matters because very short-window targets capture sudden volatility and are used by traders to express views on near-term price spikes or flash moves.
Bitcoin is known for intraday volatility driven by liquidity gaps, macro headlines, and derivatives dynamics; 15-minute targets isolate those rapid moves rather than longer-term trends. Markets like this often respond to scheduled macro releases, major exchange flows, or concentrated orders from large holders. Because this event closes and settles according to the platform’s published schedule, timing and resolution mechanics are key context for participants.
Prediction market prices represent the market’s real-time consensus about whether the target will be met; they move as new information arrives and liquidity changes. Treat prices as a dynamic indicator of sentiment and information, not a guarantee of outcome.
The event is tied to a single 15-minute interval as defined by KALSHI’s settlement schedule; the platform will specify the exact timestamps and time zone used for that interval on the event page and in its rules.
Settlement follows KALSHI’s published rules and uses the specific reference price or composite named on the event page; check the event details for which exchange(s) or index KALSHI will use for resolution.
Whether a brief trade counts depends on the event’s stated condition (e.g., any trade at or above target within the interval versus an average or close); confirm the precise resolution condition listed by KALSHI for this event.
KALSHI will publish the closing and settlement timestamps on the event page once scheduled; participants should monitor the event page and official communications for the announced timing and any updates.
Key movers include high-frequency and algorithmic traders, market makers, derivatives desks managing hedges, large institutional or ETF-related flows, and individual large traders—impact depends on current liquidity and order-book conditions.