| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $37.6993 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the crypto asset labeled 'HYPE' will hit a price target of $37.6993 within a specified 15-minute window; it matters to traders who want to express or hedge views on ultra-short-term price action and event-driven volatility.
Fifteen-minute target contracts are designed to capture rapid moves that can be driven by listings, announcements, liquidity shocks, or coordinated trading. Short windows amplify the role of exchange selection, feed timing, and order book depth compared with longer-dated markets.
Market odds on this contract reflect the consensus among participants about the likelihood of HYPE reaching the stated price during the 15-minute window and will move as new information arrives. Use the market price as one real-time signal alongside on-chain metrics, order books, and news flow.
A 'hit' occurs if the official price feed used by the contract shows HYPE reaching (meeting or exceeding) $37.6993 at any point during the defined 15-minute measurement window; consult the contract rules on KALSHI for precise resolution language and tie-break procedures.
The event metadata currently lists the close as TBD; the definitive start and close times (and any triggers) are set by the contract on KALSHI, so check the event page for the published window start and the marketplace’s announcement of any changes.
KALSHI’s contract specification names the official data source(s) used for settlement; review the event’s resolution rules on the platform to see the listed exchange(s) or aggregated feed that will be authoritative for this market.
Low market volume typically means wider spreads, greater illiquidity, and higher impact from individual trades; that makes market prices less stable as signals and increases execution risk if you try to trade large positions into the contract.
Plan for order-book dynamics and slippage, choose order types (limit vs market) based on liquidity, monitor the specified price feed and exchange latency, and be prepared for rapid news-driven moves that can invalidate pre-window assumptions.