From Mar 25, 2026, to Mar 30, 2026, the '3.3%' option surged from 4.05c to a peak of 41.75c (settling at 27.25c), as market participants began correcting previous mispricing to align with the IMF's baseline forecast. Simultaneously, the '3.6%' option crashed from 31.35c to 12.7c, and the '3.4%' option dropped from 23.85c to 10.6c, reflecting a correction of earlier irrational exuberance. From Mar 09, 2026, to Mar 15, 2026, the price of the '3.0%' option surged from 6.7c to 25.85c. This is likely due to the market digesting more bearish 2026 growth forecasts from other institutions (e.g., Goldman Sachs, UN) which range between 2.7%-2.9%, causing capital to rotate toward lower growth outcomes. From Feb 22, 2026, to Feb 25, 2026, the price of the '3.6%' option surged from 23.35c to 35.45c. This was likely driven by irrational volatility within a chaotic pricing structure, as no fundamental data supported a sudden jump to 3.6% growth (far above the IMF's 3.3% forecast).

The current market diverges not only from the mainstream consensus (IMF's 3.3% projection) but also from basic mathematical logic. The market assigns a disproportionately high probability (40.5%) to '≤2.9%', likely influenced by recent bearish forecasts from other institutions, while ignoring that the resolution strictly depends on IMF data. Furthermore, the sum of all 'Yes' probabilities equals 178%, indicating that the market is currently dominated by irrational speculative trading rather than fundamental analysis.