There is moderate risk. The core definition relies on 'FDV' (Fully Diluted Valuation), which requires accurate total supply data that can be opaque or disputed at launch. Additionally, the 'most liquid price source' is slightly subjective; while typically DexScreener or Coingecko, early price volatility is high, and the specific timestamp (4:00 PM ET) pricing could be contentious.

April 27, 2026 - April 30, 2026: The market experienced extreme volatility, particularly high-valuation options like $100M, $150M, and $200M, whose Yes prices briefly spiked to around 50c on April 28 before quickly retreating, while the $30M Yes price surged from 54c to 72c. This was caused by anomalous large buys or bot mispricing in a highly illiquid market, exacerbating the probability inversion paradox. April 19, 2026 - April 22, 2026: Price fluctuations across all options remained under 5c recently. Market liquidity is low, maintaining the previously established inverted mispricing without sudden large volume trades. April 13, 2026 - April 15, 2026: The price of the $50M option skyrocketed from 13.5c to 54c, the $40M option jumped from 14.5c to 29.5c, and the $70M option rose from 15c to 25c. This was caused by irrational buying or liquidity dry-ups, leading to a severe price inversion for higher valuation options and breaking the normal probability distribution logic. April 10, 2026 - April 13, 2026: The $200M option slowly drifted down from 4c to 1.5c, reflecting a further loss of confidence in hyper-bullish valuations, but major liquidity had not yet corrected to reflect the latest presale valuation data.