Will Andres Perez De Lara finish in the top 10 at NASCAR LiUNA 150

The yield curve exhibits a pronounced flat structure across the two tenor buckets, with the 33-day LIU26 cohort and the 34-day QUAS4AA26 cohort showing virtually identical time-to-resolution. Within the 33-day bucket, YES probabilities range from 3% to 76%, with a median clustering around 30-40%, while the 34-day bucket displays a similar dispersion from 1% to 42%, with comparable central tendency. The cheapest YES probabilities appear concentrated in the QUAS4AA26 cohort, where multiple markets trade at 1-2% (AUHI, JONE, MIMC, NOGR, RIHE, RYPR, TOGI), compared to the 33-day bucket's floor of 3% (MITY). This suggests marginal pricing differences between contract families rather than meaningful term structure dynamics, as the one-day tenor differential is immaterial. The flatness of this curve, combined with the wide dispersion of probabilities across individual constituent markets, indicates the market views this as a near-term event with highly uncertain outcomes across multiple possible outcomes rather than a single dominant scenario. The concentration of zero or minimal trading volume across most 33-day markets contrasts sharply with elevated activity in select 34-day markets (CHBR at $641, TOGI at $566, JONE at $690), suggesting active price discovery is occurring primarily in the slightly longer-dated cohort. The market's current posture reflects genuine uncertainty about which specific outcome materializes within this compressed timeframe, with no clear consensus on timing or probability concentration.