| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $39.3008 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the HYPE token will reach the price target of $39.3008 within a specified 15-minute observation window. Short-duration price targets matter to traders looking to profit from rapid moves and to those hedging short-term exposure.
HYPE is a crypto asset that can experience rapid intraday moves driven by low liquidity, news, or coordinated trading; short-window markets like this capture those microstructure dynamics rather than longer-term fundamentals. The event will be settled according to KALSHI's published rules and the official price feed or exchange specified on the event page, so settlement method and data source are central context for interpreting outcomes.
Market odds reflect aggregated trader beliefs about the likelihood of HYPE hitting the target within the 15-minute window as defined by the event rules; they change with new information and order flow. To interpret prices, compare them to your own read of the market’s short-term catalysts, liquidity, and news environment rather than treating them as fixed forecasts.
Settlement depends on the event wording and KALSHI's official data source; typically it means the reference price meets or exceeds $39.3008 as measured by the designated feed during the observation window. Consult the event's settlement rules on KALSHI to see whether 'reach' is defined as any intrawindow touch, a closing value, or another measure.
The precise start and end times for the 15-minute window will be shown on the event page or defined in the event rules; if the page lists 'TBD' the platform will publish the official timing before trading or at a scheduled announcement. The window is a contiguous 15-minute interval used for measuring the reference price per the event definition.
KALSHI specifies the authoritative data source in the event documentation; it may be a single exchange API, a consolidated index, or another official feed. Always check the event’s settlement specification on the platform to know which feed governs outcomes.
The most influential short-term drivers are sudden token-specific announcements, the execution of large market orders or blocks by whales, concentrated liquidity imbalances on the settlement exchange, and broad-market shocks or news that rapidly change risk appetite.
KALSHI's contingency and arbitration rules apply: they typically specify fallback feeds, time extensions, or other procedures in case of data disruption. The event's settlement rules describe these contingencies, so review them to understand how outages would be handled.