SOL price on Mar 25, 2026 at 4am EDT?

Settlement is tied to the timestamp stated on the event page: Mar 25, 2026 at 4:00 a.m. EDT. Note that EDT on that date corresponds to UTC−4, so the equivalent UTC time is 08:00 on Mar 25, 2026. Always confirm the platform's official clock and time conversion on the event rules page.

The exact pricing source and calculation method (e.g., last traded price on a specific exchange, consolidated index, or time-weighted average) are specified in the event’s settlement rules — check the event details. If the event page does not list a source, consult the platform's rulebook or contact support for the official settlement methodology.

Large holders and exchanges (whales, custodians), market makers providing liquidity, and participants in derivatives markets (whose forced liquidations can cascade) are the primary movers; coordinated large transfers, exchange listings/delistings, or abrupt changes in liquidity near 4:00 a.m. EDT can have outsized effects.

Contingency procedures in the event rules determine outcomes: platforms commonly use alternative data providers, use the last available price, or delay settlement until a predefined resolution window ends. Review the event’s contingency and force majeure clauses to understand how such scenarios are handled for this market.

Multiple outcomes typically represent discrete price intervals or bins at the settlement timestamp; narrower bins give finer-grained exposure but may have lower liquidity and higher spreads. Check the precise bin boundaries on the event page, assess order-book depth for the bins you care about, and size trades to limit slippage and manage capital at risk given potential volatility near settlement.