| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $2,141.40 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether Ether (ETH) will meet a specified $2,141.40 price target within a 15-minute measurement window. Short-window markets matter because they isolate very near-term price moves and attract traders focused on short-term liquidity, order flow, and news-driven spikes.
This is a short-duration crypto contract on KALSHI tied to an ETH price level; these markets reflect the market’s view of immediate price behavior rather than long-term fundamentals. As of the market listing, total traded volume was $0 and the market closes/time of the measurement window are labeled TBD, so timing and liquidity may change as the event approaches. Ether’s price is sensitive to macro sentiment, exchange order flow, derivatives expiries, large block trades, and on-chain developments.
Market prices/odds are a reflection of current trader sentiment and available liquidity for that short measurement window; interpret them as a continuously updating consensus about short-term price moves rather than as a fixed prediction — always check the market page for contract definitions and settlement details.
The contract’s settlement definition determines the outcome: typically it specifies whether the reference ETH price reaches or exceeds the target during the defined 15-minute measurement window. Consult the market’s contract terms on KALSHI for the precise trigger and whether the price must be at, above, or measured by a specific reference.
The market page should list the scheduled start time of the 15-minute window and the market close; currently the close is listed as TBD, so monitor the KALSHI event page for the confirmed window and any updates to timing or settlement schedule.
KALSHI specifies the reference price feed or index used for settlement in the market’s rules; it may be a consolidated index or a specific exchange’s trade price. Check the contract details on the event page to identify the official source and methodology.
Yes—large trades or thin order books can create short-lived spikes that affect short-window contracts. Whether such a spike determines settlement depends on the reference methodology (e.g., trade price vs. time-weighted average). Review the settlement method to understand how transient price moves are treated.
Manage position size relative to high short-term volatility, monitor exchange order books and news feeds closely around the scheduled window, use limit orders to control execution, and confirm settlement definitions and reference sources on the market page before trading.