| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $2,144.04 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether Ether (ETH) will meet the $2,144.04 price target during a specific 15‑minute interval on KALSHI. Short‑interval outcomes matter because they isolate immediate price action and liquidity events rather than longer-term trends.
Ethereum price is influenced by a mix of crypto‑specific developments (network upgrades, staking flows, DeFi activity) and broader macro drivers (risk appetite, macro data, dollar moves). Fifteen‑minute markets are especially sensitive to order‑flow, sudden news, and exchange microstructure, producing high noise and rapid reversals compared with daily or weekly targets. Because settlement hinges on a short window, timing and the exact data source used for pricing are critical.
Market prices reflect traders’ collective view about the likelihood of the event and update as new information arrives; changes in the market price indicate how participants are repricing the chance that ETH will meet the target within the 15‑minute window. For authoritative settlement mechanics and any tie/threshold rules, consult the event's description and KALSHI's rulebook.
It refers to whether the price used for settlement during a defined 15‑minute window meets the $2,144.04 threshold according to the event's settlement rules; the event page and platform rulebook specify the precise comparison operator (e.g., ≥, >) and how the settlement price is calculated.
The platform will announce the start and end times for the 15‑minute window on the event listing; if the listing shows 'Closes: TBD', monitor the event page for the posted schedule or notifications from KALSHI.
The event’s description or KALSHI’s settlement documentation names the price source or index used; check those materials to see whether settlement uses a single exchange quote, a consolidated index, or another data vendor.
Typical drivers are large market orders or coordinated trades, cascading liquidations from leveraged positions, surprise macro/crypto news, sudden changes in exchange liquidity, or network events that alter immediate buy/sell interest.
Use conservative position sizing because short windows amplify noise and slippage; factor in transaction costs, wider effective spreads, and potential for rapid reversals; have an execution plan for fast exits and be prepared for latency or order‑fill issues during high volatility.