| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 26,100 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,900 to 25,999.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 26,000 to 26,099.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,700 to 25,799.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,300 to 23,399.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,100 to 25,199.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,800 to 23,899.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,200 to 25,299.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,900 to 24,999.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,400 to 24,499.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,800 to 25,899.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,900 to 23,999.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,200 to 24,299.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,600 to 23,699.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,400 to 25,499.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,600 to 25,699.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,500 to 24,599.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,700 to 24,799.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,500 to 23,599.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,300 to 24,399.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,000 to 24,099.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,700 to 23,799.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,400 to 23,499.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,800 to 24,899.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,500 to 25,599.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,600 to 24,699.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,000 to 25,099.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23,299.99 or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 25,300 to 25,399.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 24,100 to 24,199.99 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This prediction market asks which discrete price range the Nasdaq-100 will be in at 4:00 PM EDT on March 19, 2026. It matters because it aggregates trader expectations for the index at a specific timestamp and can signal market sentiment relevant to trading and risk planning.
The Nasdaq-100 tracks 100 of the largest non-financial U.S. companies and is especially sensitive to technology-sector earnings, growth expectations, and interest-rate moves. Historically, intraday levels around specific timestamps can be driven by scheduled economic releases, major corporate announcements, and periods of heightened liquidity or volatility. This market turns those drivers into a set of discrete outcome ranges for the chosen moment.
Market odds represent the collective view of participants about which discrete price range will contain the index at the specified timestamp; they update as new information arrives. Treat them as a market-implied signal to be combined with your own analysis and proper risk management, not as guarantees.
The winning outcome is determined by the Nasdaq-100 index level at 4:00 PM EDT on March 19, 2026 as measured by the market's designated data source; consult the market page or rules for the precise data feed and reporting convention used for settlement.
Outcomes are pre-defined, non-overlapping ranges listed on the event page. If the index exactly equals a published boundary, settlement follows the market's official rules for tie handling—refer to the event's rulebook or FAQ for the specific tie-break procedure.
Scheduled U.S. macro releases (for example, inflation or employment reports) and major earnings or guidance from large-cap tech companies occurring on or shortly before Mar 19, 2026 are the most common catalysts; their timing relative to 4pm EDT matters for whether moves occur before the observation.
If there's a halt or data feed disruption, the market's contingency and settlement procedures apply—this may include delayed settlement, use of the last available consolidated tape value, or another predefined fallback. Check the event's settlement rules for the exact protocol.
Use the market as one input to gauge collective expectations about the index at that timestamp; combine it with your own macro and company analysis, consider the granularity of ranges, size positions according to risk limits, and use hedges or diversification to manage exposure.