S&P price on Mar 2, 2026 at 1pm EST?

The 400 outcomes are discrete, mutually exclusive price bins or levels that together cover a range of possible S&P 500 index values at the specified timestamp; exact bin boundaries and increments are defined on the event page. Traders select the outcome corresponding to the bin they believe the published index level will fall into at 1:00 PM EST.

The event currently lists the close time as TBD; Kalshi will announce the official trading close before the market expires. Settlement occurs after the specified 1:00 PM EST reference time once the official index value is available and Kalshi finalizes the result per its settlement rules.

Settlement is based on the official S&P 500 index level as published or calculated by the recognized index administrator at the 1:00 PM EST timestamp; the event rules on Kalshi specify the exact data source and any tie‑breaking procedures. Participants should review the event description for the authoritative source and timestamping details.

Earnings and guidance from large-cap companies that report before 1:00 PM EST can move their individual stocks and thus the index weightings, producing notable intraday shifts in the S&P level. Because the market settles to the published index at that exact time, earnings released shortly before or during the settlement window can materially change which outcome bin is correct.

Corporate actions and scheduled index reconstitutions are reflected in the published index level used for settlement; Kalshi settles to the official published number and does not retroactively alter outcomes due to routine index methodology. If a nonstandard event or data issue affects publication, the platform's rulebook describes alternative settlement procedures, so check the event rules for contingency protocols.