| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| $0.000007 to 0.000007499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000135 to 0.000013999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000145 to 0.000014999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000035 to 0.000003999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000015 to 0.000015499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000003 to 0.000003499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000012 to 0.000012499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000011 to 0.000011499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000002 to 0.000002499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000025 to 0.000002999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000125 to 0.000012999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000013 to 0.000013499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000105 to 0.000010999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000075 to 0.000007999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000004 to 0.000004499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000095 to 0.000009999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000001 to 0.000001499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000015 to 0.000001999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000009 to 0.000009499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000045 to 0.000004999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.00001 to 0.000010499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000085 to 0.000008999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000008 to 0.000008499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000115 to 0.000011999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000014 to 0.000014499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000155 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000004 or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000065 to 0.000006999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000006 to 0.000006499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000055 to 0.000005999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000005 to 0.000000999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000005 to 0.000005499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which discrete price range Shiba Inu (SHIB) will occupy at 5:00 PM EDT on March 18, 2026; it aggregates trader views about SHIB's price at a precise timestamp and can signal market sentiment or be used for hedging around that instant.
Shiba Inu is a high-supply memecoin whose short-term price is sensitive to broader crypto risk appetite, major listings/delistings, token-specific developments (burns, layer-2s, ecosystem updates) and whale activity. Markets that split possible outcomes into many adjacent ranges (this one has 32) turn a continuous price distribution into discrete, tradable buckets, letting participants express fine-grained views ahead of the settlement time.
Prices/odds in this market reflect the collective supply-and-demand for each price range and therefore the market's relative assessment of which buckets are more likely; treat these prices as a real-time consensus signal, not definitive predictions, and combine them with other analysis before trading.
The settlement reference time is 5:00:00 PM Eastern Daylight Time (EDT) on March 18, 2026; for precise seconds, conversion to UTC or handling of leap seconds is governed by the market's settlement rules—consult the contract description for exact timestamp conventions.
The market's resolution methodology specifies the price feed or index used for settlement (for example, a single exchange ticker, a multi-exchange aggregate, or an oracle). If the market description does not explicitly state the source, the operator's terms will describe the canonical feed or fallback procedure.
Each outcome corresponds to a predefined numeric interval shown in the market listing; the market's rules define whether interval endpoints are inclusive or exclusive and how exact-boundary cases are resolved—check the outcome mapping and tie-break rules in the market documentation.
Contingency resolution is determined by the market's oracle-failure and force-majeure provisions: options include using the most recent valid price, applying a specified fallback data source, or delaying settlement until a valid reference price is available; review the market's emergency and fallback procedures for specifics.
Examine historical intraday volatility, liquidity patterns at 5pm EDT, and how past news/events affected SHIB near specific settlement times; this historical context can help calibrate expectations but should be combined with current order-book conditions, recent on-chain flows, and contemporaneous news because past patterns do not guarantee future outcomes.