| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $71,465.84 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether Bitcoin will trade at or above $71,465.84 during a designated 15-minute window; it matters because short intraday thresholds capture tail events and sudden volatility that longer-term contracts miss.
Bitcoin is a high-volatility, globally traded digital asset whose minute-to-minute price can move on spot order flow, derivatives activity, or macro headlines. Intraday targets like this are sensitive to liquidity conditions on major exchanges, scheduled expiries in derivatives markets, and any large on-chain transfers or exchange flows occurring around the window.
Market odds on this contract represent the aggregate trading price that reflects participants' expectations and willingness to take risk for this specific 15‑minute event; they update in real time as new information and order flow arrive.
The contract resolves based on a specific 15-minute interval defined by the event's official rules; because the listed close is TBD, the exact start and end times will be published on the event page and are the authoritative reference for settlement.
Resolution typically requires an official trade print at or above the target on the specified price feed or exchange(s) during the 15-minute interval; mid-quote values, canceled trades, or off-book indications are usually not counted unless the event rules say otherwise.
The event will resolve using the exchange(s) or consolidated feed named in the contract rules; organizers commonly rely on major spot exchange trade prints or a defined index—check the contract details for the exact source.
Yes—if an outage or data problem affects the official source during the window, the event's published adjudication rules will describe contingency procedures (e.g., alternate feeds or extensions); consult the event rules for how such disruptions are handled.
Minute-scale spikes often follow large market orders, stop‑loss cascades, concentrated liquidity gaps, option expiries that trigger hedging flows, or sudden news events; low liquidity and high leverage amplify these movements in short windows.