| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $39.8056 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the HYPE asset will reach a $39.8056 price target within a 15‑minute observation window; it matters because short-duration targets capture rapid price moves that matter to high-frequency traders and news-driven speculators.
Markets like this are built around an underlying crypto asset labeled HYPE and are resolved against a specified price feed or exchange print on the KALSHI platform. Fifteen‑minute contracts emphasize microstructure, immediate liquidity, and short-lived information shocks rather than longer-term fundamentals. Traders use these markets to express or hedge beliefs about very near‑term price behavior.
Prediction market prices represent the collective market view about whether the target will be met during the observation window and will change as new information and order flow arrive; check the live market for the current implied consensus rather than relying on any static number.
It denotes the observation or monitoring window during which the market checks whether the HYPE price reaches the stated $39.8056 target; the market page and contract terms specify the window's start and how the period is measured.
The contract's resolution rules specify the exact price measure (for example, last trade on a particular exchange, a consolidated feed, or a mid‑quote); always read the market details to know which source and rounding rules are used for settlement.
Zero volume indicates no trades have occurred yet, implying low liquidity, wider spreads, and higher execution cost or price impact for new orders; it can also mean fewer informative signals from other traders.
KALSHI's published resolution and dispute policies determine procedures for outages or anomalies — possible remedies include using backup feeds, extending observation windows, or manual adjudication; consult the platform's resolution policy for details.
Edge cases are resolved per the market's explicit definitions (such as whether boundaries are inclusive or exclusive and any tie‑breaking rules); review the event's contract language to see how exact matches at window boundaries are treated.