| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $40.5385 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the crypto asset labeled HYPE will reach a price target of $40.5385 within a 15-minute measurement window. Short-duration target markets matter because they isolate immediate price moves and are sensitive to liquidity, order flow, and news events.
The contract is a short-term, event-style market on KALSHI tied to the observed price of HYPE during a specified 15-minute interval; the contract’s close time is listed as TBD so traders should monitor the market page for the official start/stop times and resolution source. Historically, 15-minute crypto targets amplify intraday volatility: automated trading, exchange order books, and single-news shocks can drive rapid hits or misses of tight price targets.
Market odds on this contract reflect the aggregated willingness of participants to buy or sell the binary outcome and thus summarize current market sentiment and liquidity, not a guaranteed forecast; move cautiously with short-duration contracts because odds can change quickly with small trades.
A successful outcome typically means the HYPE price meets or exceeds $40.5385 at any point during the defined 15-minute measurement window according to the market’s stated resolution source and timestamping rules; consult the market page for the exact resolution definition.
The start and end times are determined by the market’s official schedule on KALSHI; because this contract currently lists the close as TBD, you should check the market page or platform notices for the exact scheduled start time and the 15-minute interval used for resolution.
The contract’s resolution source and any prioritized exchanges or data feeds are specified on the market page; that document explains whether resolution uses a particular exchange’s trade prints, an aggregate index, or a specific API snapshot.
Zero or very low reported volume indicates limited prior trading interest, which often means wider spreads, greater price impact for new orders, and more volatile odds once trading begins — liquidity conditions can change quickly once active participants enter.
Contingency resolution procedures are set by the market operator and are described in the market rules; common approaches include using an alternate feed, applying a fallback time window, or invoking arbitration — check the market’s resolution policy for the specific fallback hierarchy.