TOTAL VOLUME:
$134.1b
24H VOL:
$141,541,542
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,440,096,988
406,065
Markets across
30,522
events
MATCHED EVENTS:
2,692
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Jun 15, 5:00 PM EST
Kalshi
This event determines which price range Shiba Inu (SHIB) will fall within on June 15, 2026 at 5pm EDT using CF Benchmarks' official Real Time Index. The market divides the price spectrum into consecutive bands with very small increments.
Resolution is determined by the simple average of the CF Benchmarks' Shiba Inu-Dollar Spot Rate (SHIBUSD_RTI) calculated from 60 seconds of data collected before 5 PM EDT on June 15, 2026. Each outcome covers a distinct price range, and exactly one outcome resolves to Yes based on where the averaged price falls. The ranges partition the full price spectrum from below 0.000001 to above 0.0000145. If data is incomplete or unavailable at expiration, affected outcomes resolve to No. The CF Benchmarks Real-Time Index provides continuous pricing data aggregated from major cryptocurrency exchanges.
Prediction market odds reflect aggregated trader conviction about future price movement, often diverging from current spot prices or analyst forecasts. While spot markets react to immediate supply and demand, this market embeds longer-term expectations and tail-risk pricing. Traders betting on specific price ranges signal where they believe SHIB will settle by resolution, independent of today's market rate. These odds can serve as a counterpoint to traditional price targets, revealing whether the crowd expects volatility, consolidation, or directional movement over the forecast horizon.
On Kalshi, this market is priced through an order-book mechanism where traders buy and sell contracts corresponding to different SHIB price ranges. On Kalshi, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. Each contract represents a binary outcome—either the price lands in that range at settlement or it does not. Traders set bids and asks, and the market price reflects the consensus probability of each outcome. Tighter spreads indicate higher confidence, while wider spreads suggest uncertainty about which range will ultimately contain the settlement price.
This market resolves around Jun 15, 2026, at which point the outcome is confirmed against credible public sources. The winning price range is determined by where SHIB trades at the specified moment, verified through established market data. Traders holding contracts in the correct range receive their payout, while incorrect positions expire worthless. Resolution timing is fixed, ensuring all participants know the exact deadline and eliminating ambiguity about when the event concludes.
Major catalysts for this market include regulatory announcements affecting crypto broadly, Shiba Inu ecosystem developments, macroeconomic shifts, and Bitcoin or Ethereum price swings. Whale transactions, exchange listings, or community-driven initiatives can trigger rapid repricing of SHIB expectations. Broader market sentiment—risk-on versus risk-off cycles—often drives altcoin volatility. Technical breakouts, failed support levels, or viral social media momentum may also shift trader positioning, causing odds to migrate between price ranges as new information surfaces.