Nasdaq-100 price on Mar 25, 2026 at 12pm EDT?

The contract will settle to the Nasdaq-100 index level as defined in the event’s official rules; the event page lists the authoritative data provider and the precise settlement definition you should use (check the event terms for the named source and timestamp).

Each outcome corresponds to a discrete price range (a bin) covering a portion of the index level spectrum; the event page or contract specification shows the exact boundaries and labels for all 400 bins so you can see which index values will cause each outcome to pay out.

Trading close is governed by the market’s rules and can be before, at, or shortly after the settlement timestamp; consult the event page for the posted trading-deadline and any special cutoffs for order acceptance on settlement day.

Identify which large-cap components report on or before the settlement time and whether their releases are scheduled pre-market or during the morning session; earnings released before 12pm can materially shift the index, so factor in likely reaction scenarios and historical post-earnings volatility for those names.

The event’s settlement rules specify contingencies for holidays, halts, and missing data—common approaches include using the last official quote before the timestamp, a specified alternative data source, or following an arbitration procedure; review the contract terms for the exact fallback procedures.