| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $37.9835 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the HYPE asset will hit the $37.9835 price target within a 15-minute interval; it matters because very short-duration crypto markets test price microstructure and trader reaction to high-frequency events.
Short, timeboxed crypto prediction markets like this focus on intra-minute or intra-hour price moves rather than long-term fundamentals. Resolution typically depends on an exchange or consolidated price feed and can be heavily influenced by order-book dynamics, algorithmic trading, and discrete news or exchange activity occurring in the specified window.
Market prices on this contract reflect the collective judgement of traders about whether that price print will occur in the 15-minute window; changes in market price reflect new information or shifting trader expectations rather than a guarantee of outcome.
It denotes a contract that will resolve based on whether the HYPE asset reaches a traded price of $37.9835 within a single 15-minute interval defined by the market; consult the market rules for the precise start/end definition used by KALSHI.
The market's close and the specific 15-minute resolution window are listed by KALSHI on the event page; if the page shows 'TBD', KALSHI will publish the scheduled window and closing time before resolution.
Resolution will use the reference exchange(s) or aggregated feed specified in the contract rules on the KALSHI event page; check the contract details for the authoritative data source and timestamping method.
Low volume amplifies the impact of single large trades and algorithmic activity; bots can produce brief spikes that meet a price target on a particular exchange, so low liquidity increases the chance that an isolated print will determine resolution.
Yes — historically, very short-duration targets often resolve based on microstructure events (exchange-specific prints, latency, or coordinated trades) rather than broader market trends, making outcomes more sensitive to timing and venue-specific details.