| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| $0.0000055 to 0.000005999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000006 to 0.000006499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000005 to 0.000005499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000045 to 0.000004999 | 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 → |
| $0.0000155 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000035 to 0.000003999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000125 to 0.000012999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000065 to 0.000006999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000115 to 0.000011999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000013 to 0.000013499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000005 to 0.000000999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000012 to 0.000012499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.00001 to 0.000010499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000135 to 0.000013999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000011 to 0.000011499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000025 to 0.000002999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000001 to 0.000001499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000009 to 0.000009499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000105 to 0.000010999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000015 to 0.000001999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000085 to 0.000008999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000004 or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000015 to 0.000015499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000007 to 0.000007499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000002 to 0.000002499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000008 to 0.000008499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000003 to 0.000003499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000145 to 0.000014999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.0000095 to 0.000009999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| $0.000014 to 0.000014499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market predicts which price range Shiba Inu (SHIB) will be in at 5:00 PM EDT on March 22, 2026. It matters because outcomes capture market participants' collective expectations about SHIB price levels at a precise timestamp, useful for trading and hedging around that moment.
Shiba Inu is a highly liquid, volatile memecoin whose value is influenced by broader crypto-market trends, token-specific developments, and macroeconomic conditions. The market offers 32 mutually exclusive price-range outcomes, providing a fine-grained view of where traders expect SHIB to trade at the resolution time; note that the market's close time is listed as TBD, so trading availability may change prior to settlement.
Prediction market odds reflect the distribution of participant bets on each price-range outcome and will change as new information arrives. An outcome pays out only if the official settlement procedure determines the SHIB spot price falls within that outcome's bracket at the specified timestamp.
The winning outcome is determined by the official settlement price specified in this market's rules—typically a spot price or an index from a designated data provider at 5:00 PM EDT on Mar 22, 2026; check the market's rule page for the precise data source and rounding conventions.
The 32 outcomes are adjacent, non-overlapping price ranges that together cover the resolution spectrum; the exact numeric boundaries for each bracket are shown on the market page for this specific event.
If the designated data feed is unavailable at the timestamp, the market will follow its stated resolution and dispute procedures—commonly using the nearest available timestamp, an alternate data source, or an adjudicator as defined in the market rules.
No—trades on the prediction market do not determine the settlement price. Outcomes are resolved against the external price source at the specified time; trading only reflects participant beliefs and transfers risk among traders.
Exceptional events can create sharp, short-lived price moves or data feed problems. Consider the market's settlement rules and which data sources would reflect that event; if an outage prevents normal pricing, resolution may rely on fallback sources or dispute mechanisms described in the market documentation.