Weekly
- Expiry
- 16:00 New York · Mon, Wed & Fri
- Strikes
- Three · ±525 points
- Settlement source
- Pyth US100 cash index · final 90s
Skew price outcomes
Nasdaq-100 (NSDQ)
Underlying reference price
26,947.29 points
↘ -0.02%1-day change
Skew US100 reference feed (Pyth cash-index series) · Refreshes about once a minute. This is neither an outcome share price nor a contract settlement value.
Nasdaq-100 reference price history
Nov 1 · UTCNov 8 · UTC
Low 26,510.6High 28,683.2Index points · reference feed
Chart shows the reference feed, not any outcome share. Trading-session gaps are preserved. Data source
Market details
Nasdaq-100 market formats
Published formats for this market family. Current strikes, expiries, and share prices are in the Skew app.
- Winning condition
- Strictly above the strike; equality pays No
- Standard payout
- 1 USDC to the winning side, 0 to the other
More on settlement and schedules
Three independent weekly lanes expire Monday, Wednesday and Friday at 16:00 New York time. Each lane has three strikes: a middle level and two wings currently 525 index points away.
The Pyth Equity.Index.US100/USD cash-index feed determines the result from its final 90-second observation. The outcome book can remain open outside the index trading session; a flat reference chart during that time is not a live tradable price.
Insufficient observations can lead to a 0.5 resolution under the listed rules. Read the exact terms before trading.
About Nasdaq-100 outcomes
The Nasdaq-100 tracks large non-financial companies listed on Nasdaq. Skew's NSDQ family offers listed price outcomes tied to an index-related reference feed at particular expiries. The chart here follows Skew's US100 reference feed, rather than a share of an index fund or the price of an outcome share. A Skew outcome share has its own market price and a defined payoff if its stated condition wins at settlement. The reference quote does not tell you the cost of a share or guarantee a result. Available strikes and expiries can change. Trading sessions can create real gaps in the historical chart. Review the exact contract's price source, observation window, boundary rule, and special settlement terms in Skew before trading. A losing fully paid share can lose its purchase cost.
How to trade Nasdaq-100 on Skew
- 01
Open the live market
See which contracts and expiries are currently listed in the Skew app.
- 02
Choose a strike and expiry
Match the listed price condition and observation time to your view.
- 03
Choose Yes or No
Choose Yes if you expect the condition to be met, or No if you expect it not to be met.
- 04
Review payout and risk
Read the price source and settlement terms. Compare the share price, payout, fees, and maximum loss.
- 05
Place and monitor the order
If eligible and satisfied with the details, submit your order. An early exit depends on liquidity.
Frequently asked questions
What can I trade in the Nasdaq-100 market on Skew?
Skew lists outcome contracts about Nasdaq-100-related prices. Each contract has a specific condition, strike, and expiry. An outcome share is not ownership of the underlying asset or index.
Is the Nasdaq-100 reference price the price of an outcome share?
No. The reference chart shows Skew US100 reference feed (Pyth cash-index series). A Yes or No share has its own price in the Skew app for a particular listed condition.
How does a Nasdaq-100 outcome settle?
The exact listed contract's rules determine the price source, observation window, boundary treatment, and any exceptional settlement. Read those rules before trading; an earlier touch of a strike may not decide an expiry-based outcome.
What can I lose on a fully paid outcome share?
A losing share can lose its entire purchase cost and applicable trading costs. In ordinary binary settlement, a winning share redeems for 1 USDC and a losing share for 0 USDC; special or void rules can differ.
Can I exit before the outcome expires?
You may be able to sell before expiry when a matching order and sufficient liquidity are available. An early exit price or execution is not guaranteed.