SOL price on Mar 26, 2026 at 12pm EDT?

Settlement refers to the specified timestamp of 12:00:00 PM Eastern Daylight Time on March 26, 2026; the market will use the price at that precise clock time per its settlement rules, so sub-second definitions and whether it uses trade timestamps vs. exchange reporting can matter—check the event’s official settlement details for the precise definition.

The event’s settlement rules should list the official data source or index used; common approaches are a consolidated spot index across several major exchanges or a single primary exchange. Consult the market’s documentation to see the named price feeds or exchange list that will be used for this event.

If prices diverge, the market operator follows its predefined method—typically an exchange-weighted or median/consolidated index, a primary exchange feed, or an averaging window. Review the event’s settlement methodology for tie-breaking, averaging windows, and any trimming rules used to produce the final reference price.

Market settlement procedures normally include fallbacks for frozen or missing feeds (for example, using the last available price, an alternate exchange, or pausing settlement). The exact approach depends on the platform’s predefined contingency rules, so check the event’s terms for how outages and extreme disruptions are handled.

No—settlement is based on the price at the specified 12:00 PM EDT timestamp. Trades executed after that moment do not affect the reference price for this event, though they will of course impact subsequent market prices.