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Shiba Inu price range on Mar 7, 2026 at 5pm EST?

📊 $2K traded 🏦 Source: Kalshi
Total Volume
$2K
Open Interest
2,056
Active Markets
29
Markets
29

Trade This Market

Yes Bid
Yes Ask
Last Price
Prev Close
Buy YES → Buy NO

Prices in cents (1¢ = 1%). Trade on Kalshi.

All Outcomes (29)
Outcome Probability Yes Bid Yes Ask 24h Change Volume
$0.0000009 or below 1%
$1K Trade →
$0.000001 to 0.000001499 1%
$935 Trade →
$0.0000015 to 0.000001999 1%
$93 Trade →
$0.0000045 to 0.000004999 0%
98¢ $0 Trade →
$0.000002 to 0.000002499 0%
$0 Trade →
$0.0000065 to 0.000006999 0%
99¢ $0 Trade →
$0.0000115 to 0.000011999 0%
$0 Trade →
$0.0000075 to 0.000007999 0%
$0 Trade →
$0.000004 to 0.000004499 0%
99¢ $0 Trade →
$0.0000095 to 0.000009999 0%
$0 Trade →
$0.00001 to 0.000010499 0%
$0 Trade →
$0.000006 to 0.000006499 0%
99¢ $0 Trade →
$0.0000105 to 0.000010999 0%
$0 Trade →
$0.0000025 to 0.000002999 0%
$0 Trade →
$0.0000035 to 0.000003999 0%
99¢ $0 Trade →
$0.000003 to 0.000003499 0%
99¢ $0 Trade →
$0.000014 to 0.000014499 0%
$0 Trade →
$0.000012 to 0.000012499 0%
$0 Trade →
$0.000009 to 0.000009499 0%
$0 Trade →
$0.000007 to 0.000007499 0%
99¢ $0 Trade →
$0.000008 to 0.000008499 0%
$0 Trade →
$0.000005 to 0.000005499 0%
99¢ $0 Trade →
$0.0000085 to 0.000008999 0%
$0 Trade →
$0.0000125 to 0.000012999 0%
$0 Trade →
$0.0000135 to 0.000013999 0%
$0 Trade →
$0.0000145 or above 0%
$0 Trade →
$0.000013 to 0.000013499 0%
$0 Trade →
$0.000011 to 0.000011499 0%
$0 Trade →
$0.0000055 to 0.000005999 0%
99¢ $0 Trade →

About This Market

This market asks which discrete price range Shiba Inu (SHIB) will be trading in at 5:00 PM Eastern on March 7, 2026; it matters for traders, hedgers, and observers who want to express or measure beliefs about SHIB at that specific timestamp.

Shiba Inu is a highly liquid memecoin whose price historically moves with broader crypto sentiment, major token-specific developments, and on-chain whale activity. Events such as layer-2 launches, coordinated burn programs, exchange listings or delistings, and macro news have driven large day-to-day moves in SHIB in the past. This market’s 29 outcomes divide possible prices into discrete ranges so traders can take views tied to a single moment rather than a multi-day average.

Odds in this market reflect the collective expectations of traders at any moment and update as new information arrives; they are a dynamic summary of market sentiment, not a guarantee of the final outcome.

Key Factors

Frequently Asked Questions

What exactly determines which outcome wins at 5:00 PM Eastern on March 7, 2026 for this market?

The winning outcome is determined by the market’s official settlement rule, which specifies the price source (exchange or index) and the exact timestamp used for settlement; consult the event’s rule page on the platform for the definitive specification.

How do the 29 outcomes correspond to SHIB price ranges for this event?

Each outcome corresponds to a specific, non-overlapping price range defined in the event description; review the market’s outcome list to see the exact boundaries before trading so you understand which range your position targets.

If a scheduled SHIB protocol update or burn happens shortly before 5pm EST, how will that affect which outcome occurs?

A protocol update or large burn executed before the settlement timestamp can materially move the spot price and therefore shift which outcome falls at 5pm EST; traders should check timing and likely market reaction for any such events in the hours or days prior to settlement.

What happens if the platform’s primary price feed fails at the settlement moment for this market?

The event’s contingency and fallback procedures are defined in its settlement rules—these often specify alternative data sources or procedures for voiding and refunding; check those rules to know the exact fallback for this market.

Does the reported trading volume (e.g., $2,056) for this market affect how I should interpret prices and liquidity?

Lower market volume generally means thinner liquidity and wider spreads, so individual trades can move quoted odds more and the market may reflect views of fewer participants; treat low-volume markets as more sensitive to single large trades and check order-book depth before placing sizable positions.

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