SOL price on Mar 23, 2026 at 1am EDT?

Settlement uses the contract's defined reference price at exactly 01:00:00 AM Eastern Daylight Time on March 23, 2026 as reported by the data source specified in the market rules; consult the market's settlement text for tie-breaking, rounding, and timestamp conventions.

The market's contract identifies the authoritative feed or aggregator KALSHI will use; it may be a single exchange, a fixed list with precedence, or a volume-weighted average. Check the market details to see the exact source and fallback hierarchy.

Each outcome corresponds to a specific price interval or exact value defined on the market page; pick the outcome whose interval contains the reference price you expect at 1:00 AM EDT, and be mindful of boundary risk where small price moves can flip the winning bin.

If primary data is unavailable, the market's settlement policy specifies fallback procedures (for example, using the last available trade, an alternative feed, or a dispute/resolution process). Review the market's contingency rules before trading.

Treat scheduled events as drivers of short-term price uncertainty: evaluate the probability and potential market reaction to successful execution, delays, or failure, and incorporate that uncertainty into which outcome bin you favor and how you size positions.