| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $37.4644 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the HYPE token will hit the $37.4644 target within a specified 15-minute observation window. It matters because short, time-constrained price targets highlight intraday volatility and can be useful for traders and researchers studying high-frequency moves in crypto.
HYPE is a traded crypto asset whose short-term price can move sharply due to low liquidity, concentrated holders, or news-driven order flow. Markets that resolve over very short windows (like 15 minutes) emphasize microstructure dynamics—order book depth, exchange spreads, and algorithmic trading—rather than longer-term fundamentals.
Odds on this market reflect the aggregated beliefs of participants about whether the $37.4644 target will be met during the 15-minute window; treat them as a real-time consensus signal about short-term price-moving risks, not a guarantee of outcome.
The market’s resolution depends on how the contract defines price measurement during that 15-minute observation period (e.g., a snapshot, high/low, or time-weighted average) and whether the reference price meets the $37.4644 threshold per those rules; check the contract details on the market page for the precise definition used for settlement.
The start and close times are set by the market’s timeline on the Kalshi page; if the page lists the close as TBD, the platform will publish the observation window and final close time before the market begins—monitor the market page for updates.
The market contract specifies the data source(s) Kalshi will use (a named exchange, an aggregate feed, or a backup feed); consult the contract’s data-source clause on the market page to see the authoritative source for this event.
Review past intraday 15-minute windows to see how often HYPE has produced comparable spikes or dips, examine spread and slippage at the target price, and note whether similar events or liquidity conditions preceded rapid moves—these patterns inform how feasible a target is in short windows, though they do not predict future moves.
Kalshi’s settlement and dispute rules outline contingency procedures: they may use designated backup feeds, apply alternative timing rules, postpone settlement, or follow a dispute-resolution process—consult the platform’s settlement policy and the specific market contract for the exact procedures that would apply.