BTC Weekly

# BTC Weekly A seven-strike Bitcoin ladder settled from **Pyth `Crypto.BTC/USD`**. Two independent weekly lanes expire at **08:00 UTC on Monday and Friday**. Each lane rolls to the same weekday one week later. There is no Wednesday lane in the current schedule. ## At a glance | | | |---|---| | Question | Will BTC be above the strike at expiry? | | Settlement measure | [Pyth](/price-feeds/pyth) `Crypto.BTC/USD` confidence-weighted TWAP | | Strikes | Seven thresholds; current weekly ladders use $1,000 spacing | | Rungs | 7 independent Yes/No markets per expiry | | Cadence | Monday and Friday at 08:00 UTC | | Lifetime | 168 hours; each lane is a full week | | Settlement window | The 90 seconds ending exactly at expiry | | Payout | Yes if TWAP is strictly above the strike; equality and below pay No | | Concurrency | 14 markets — 7 rungs × 2 weekly lanes | | Deploy cost | 14 registrations/week — 7 on each roll day | ## Strikes The live mainnet ladders observed on October 28, 2026 were: | Expiry (UTC) | Strikes | |---|---| | Friday, October 30, 08:00 | $78,000 / $79,000 / $80,000 / $81,000 / $82,000 / $83,000 / $84,000 | | Monday, November 2, 08:00 | $77,000 / $78,000 / $79,000 / $80,000 / $81,000 / $82,000 / $83,000 | These are dated examples, not permanent thresholds. Read each new market's published strike. Every rung has its own book, and several Yes tokens can win on the same expiry. The older three-rung ladders with $2,300 wings and Mon/Wed/Fri expiries are previous schedules. They do not describe the current seven-rung Mon/Fri markets. ## Schedule and price basis The expiry stays at **08:00 UTC throughout the year**; it does not shift with New York daylight saving time. Monday and Friday are separate week-long rounds, not a Monday-to-Friday contract followed by a shorter weekend contract. The market settles from Pyth's BTC/USD price. A Hyperliquid perp hedge or an option on another venue can use a different price and settlement calculation, even when its expiry is also 08:00 UTC. Matching the clock does not make the contracts identical. ## Feed and resolution The immutable on-chain text names “the Pyth BTC/USD price” and a 90-second window ending at expiry. Settlement uses the confidence-weighted computation on the [Pyth feed page](/price-feeds/pyth#how-the-window-resolves). There is no dead zone around a strike. Above pays Yes; equality and below pay No. If the final window lacks enough usable observations, settlement retries and can resolve to 0.5 rather than inventing a price. A 0.5 resolution pays 0.50 USDC per token on either side, before fees; it does not refund the original purchase price.