All
Outcomes
Market
Price
AI Fair
Value
Value
Edge
>$19,000
YesNo
>$24,000
YesNo
>$27,000
YesNo
>$33,000
YesNo
>$30,000
YesNo
>$38,000
YesNo
AI Insights:
03.11 19:31 UpdatedFair Value Reasoning:
Based on market data as of March 11, 2026, with implied NDX spot ~25,100. The market exhibits severe structural mispricing, most notably a Monotonicity Violation where >$38,000 (8%) is priced higher than >$33,000 (6%), which is logically impossible. 1. **Deep ITM Undervalued**: The >$19,000 option at 75.5c implies a ~25% crash probability, which is overstated for a non-recession baseline; fair value is likely closer to 88c. 2. **OTM Inversion**: Due to likely liquidity issues, the >$33,000 strike (6c) is irrationally depressed below the >$38,000 strike (8c). Rational fair value requires >$33,000 to be strictly higher than >$38,000. 3. **Sentiment**: The market is neutral on >$24,000 (~51%), which is more bearish than the typical Wall Street 'moderate upside' consensus.
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Divergence
Significant divergence exists between market pricing and mainstream financial models. With NDX spot ~25,100, the >$27,000 strike requires only a ~7.5% gain. Mainstream Wall Street strategists typically project 8-10% returns in 'soft landing' scenarios, implying a probability closer to 50% for this target. Prediction market participants appear significantly more risk-averse than institutional consensus, overpricing the tail risk of a downturn.
