April 16, 2026 - April 17, 2026, the price of the '100-119' option plummeted from 38.7c to 14.25c, '140-159' rose from 11.75c to 23.7c, '160-179' rose from 5c to 14.7c, and '180-199' rose from 2.35c to 11.85c. The reason is that an accelerated posting rate caused the market to revise the expected total posting volume upwards to higher brackets.
April 14, 2026 - April 16, 2026, the price of the '120-139' option rose from 12.5c to 31c, and '80-99' steadily dropped from 23c to 11c. The reason is that as the event entered its third day, the accumulated actual posting data shifted market expectations upward, eliminating the likelihood of lower brackets.
April 13, 2026 - April 15, 2026, the price of the '120-139' option rose from 16.5c to 31.5c, '140-159' rose from 4.5c to 14.7c, and '80-99' plummeted from 33.5c to 11c. The reason is that the actual posting data on the first day of the event exceeded the lower bounds of expectations, causing the market to significantly revise upwards its estimate for the total posting volume falling into the medium-high brackets.
April 11, 2026 - April 14, 2026, multiple options experienced massive price crashes. '200+' plummeted from 41.5c to 3.75c, '60-79' dropped from 32c to 5.05c, and '140-159' fell from 31.5c to 7.5c. The reason is that the early market suffered from severe mispricing (the sum of all YES probabilities reached as high as 230%). As liquidity entered, arbitrageurs corrected this mathematical anomaly, bringing prices back to realistic baselines.