| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Target Price: $40.7155 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks whether the asset labeled HYPE will meet the $40.7155 price target within a 15-minute measurement window. Short-window, single-target markets matter because they isolate immediate price moves and respond strongly to intraday liquidity, news, and execution dynamics.
Events like this are built around a narrow time frame and a precise price level, so outcomes hinge on high-frequency market activity more than long-term fundamentals. Resolution depends on the data feed and rules KALSHI designates (exchange tick, consolidated price, timestamping), and because the close time is TBD participants should watch the event page for sequencing and settlement details. Low traded volume so far means early prices may be driven by liquidity providers and short-term traders.
Odds in this market reflect the collective, real-time view of whether the $40.7155 condition will be satisfied during the 15-minute window; they update as news, order flow, and on-chain or exchange data change. Treat market prices as dynamic signals, not fixed predictions—the underlying event definition and data source determine the true resolution.
Resolution is triggered if the HYPE price meets the market's defined condition relative to $40.7155 during the specified 15-minute observation window; the event page and KALSHI's official rules list the exact comparison (e.g., greater-than-or-equal) and the authoritative price source used for settlement.
The close time is currently TBD; KALSHI will publish the start/stop times for the 15-minute window on the event page or in the market's official documentation—monitor the market listing for the announced schedule.
KALSHI typically specifies a particular exchange, consolidated feed, or index in the event details; check the event's settlement instructions on the platform to see the exact source and how price prints from that source are interpreted.
Sampling method—continuous real-time prints, periodic snapshots, or the single last trade at a timestamp—is defined in the event's resolution rules; consult the event documentation because sampling determines whether transient spikes count toward resolution.
Unexpected drivers include low liquidity causing outsized moves from modest orders, flash trades from bots or wallets, last-minute news or delisting/listing notices, exchange latency or outages, and on-chain congestion or front-running that alters immediate execution.