| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $38.7899 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the crypto asset labeled "HYPE" will reach a price target of $38.7899 within a 15-minute observation window. It matters to short-term traders and those monitoring intraday price moves because very short windows concentrate exchange, news, and liquidity effects into rapid outcomes.
Short-duration crypto contracts like this one resolve based on tick-level price behavior over a narrowly defined window, so exchange data feeds, order-book activity, and any microstructural events can determine the result. The contract is listed on Kalshi; check the contract page for the official data source, start time, and settlement rules since those details determine how the price is measured.
Market odds on the contract represent how participants price the likelihood of the target being reached during the 15-minute window; they update in real time as new information arrives and as traders act on liquidity, news, and price movement.
The target is achieved if the settlement procedure records a price meeting the contract's threshold ($38.7899) within the specified 15-minute observation window; consult the contract page for the exact inequality (e.g., ">=" or ">") and the authoritative data source used for ticks.
The start and end timestamps for the 15-minute window are defined on the market's contract page on Kalshi; because this event shows "Closes: TBD," check that listing or the platform’s trade interface for the official scheduled window before trading.
The contract page lists the reference exchange or data feed used for settlement; if it is not visible there, Kalshi’s market rules or the listing details will specify the authoritative source—use those details when assessing arbitrage or timing risks.
Zero traded volume indicates no prior transactions in this contract, which typically means wider spreads and lower liquidity; expect higher slippage and that quoted prices may move sharply as initial trades establish market levels.
Contingency and settlement rules for data interruptions are detailed in Kalshi’s contract terms; typical outcomes include using the last available valid tick, an alternate feed, or following a force-majeure procedure—review the market’s settlement provisions beforehand.