It's true that attention and liquidity are finite, but the idea that a strike on June 21st caused a "No" resolution for markets on June 19th and 20th is a low-probability event, perhaps 10-15% at best. Prediction markets resolve based on the specific conditions of their contract, meaning if no strike happened on the 19th, it resolves "No" for the 19th, regardless of later events. For instance, if I bet a candidate won't accept an offer by Monday, and they decline by then, a great new job opening on Wednesday doesn't change that Monday outcome. The base rate for market resolution is the event not occurring on the specified date.