Will over 0.5 goals be scored

The yield curve displays a pronounced downward slope across the minimal tenor spread available, with probabilities declining sharply as one moves through the outcome buckets rather than across time. At the 15-day tenor, the highest-probability bucket (bucket-1) ranges from 80% to 94% depending on the constituent market, while the lowest-probability bucket (bucket-6) collapses to just 1-7%. The 16-day and 17-day tenors show nearly identical probability distributions, suggesting the market perceives negligible additional information arriving between these dates. The cheapest YES probability appears in bucket-6 across all tenors, trading at 1-10%, indicating extreme tail-risk pricing for the most bullish outcome scenarios. This steep intra-tenor gradient dominates the curve structure far more than any time-based variation. The market's probability architecture reveals a strong consensus that the event will resolve decisively in one direction rather than uncertainty about timing. The near-flat term structure across the one-to-two-day spread between 15d and 17d tenors suggests traders expect resolution clarity to arrive quickly and remain stable, with little expectation of material probability shifts in the immediate term. The dramatic compression in probabilities moving from bucket-1 through bucket-6 indicates the market views the outcome space as highly skewed, with one scenario commanding 80-96% conviction while alternative outcomes are priced as increasingly remote possibilities. This distribution pattern suggests traders are pricing a binary event with strong directional bias rather than genuine uncertainty about when or whether something occurs.