According to @ai_9684xtpa, a sudden wick caused short-term misalignment between order book prices and Mark Price across multiple Binance pairs on Aug 14, 2025 (source: https://twitter.com/ai_9684xtpa/status/1955975289097609603). The author suggested the desync may have been driven by a surge of orders in a short time, amplifying volatility risk for derivatives traders (source: https://twitter.com/ai_9684xtpa/status/1955975289097609603). Such dislocations are trading-relevant because Binance liquidations are determined by Mark Price rather than Last Price, meaning temporary Mark Price spikes or dips can directly increase liquidation probability during extreme moves (source: https://www.binance.com/en/support/faq/what-is-mark-price-and-last-price-in-futures-trading-360033525031).