| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $39.1029 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the crypto token HYPE will reach the target price of $39.1029 within a 15-minute measurement window. Short-duration price-target markets matter because they capture rapid moves driven by news, liquidity shifts, or single large trades.
Short-window crypto markets like this are used to speculate on high-frequency events such as listings, large block trades, or sudden sentiment shifts; outcomes can hinge on order-book depth and which exchange price is used for settlement. The market is listed on KALSHI and currently shows no traded volume and a closing time of TBD, so participants should confirm the official start/settlement timestamps in the contract. Historically, these events resolve according to narrowly defined data sources and tie-breaking rules, making the contract text crucial.
Market prices here represent the collective judgment of traders about whether the target will be met during the 15-minute window and should be read as aggregated market expectations rather than guarantees. Always check the market contract for the exact settlement definition and data feed used.
The contract specifies the window start and end timestamps; because the event currently shows Closes: TBD, you must consult the market page or contract text on KALSHI for the definitive start time and any announcements about scheduling.
The market's settlement rules define the criterion (for example, a price equal to or above the target at any point in the window or a reference price at a specified timestamp). Check the contract’s resolution criteria to see whether it requires a tick, a trade, or a particular reference-price measurement.
The specific exchange(s) or composite feed used for settlement are listed in the market contract or the KALSHI event documentation; review those details to know the authoritative data source for this market.
Zero or low trading volume means order-book depth may be thin and prices can move sharply on small trades, so monitor spreads, visible liquidity on the reference venue, and any pre-window activity that could materially change the probability of meeting the target.
KALSHI’s contingency and dispute-resolution rules, as specified in the market contract, govern such situations; common remedies include using backup feeds, applying alternate timestamps, or invoking resolution procedures—consult the contract and official KALSHI notices for the exact process.