**Persistent late-summer heat and humidity over the Midwest are keeping overnight lows elevated for Chicago on September 2, producing closely matched market-implied probabilities across temperature bins from the upper 60s to mid-80s.** A heat dome advecting warm, moist air from the south has sustained dew points in the upper 60s to low 70s, limiting nocturnal radiative cooling under mostly clear to partly cloudy skies and light southwest winds. Official National Weather Service and ensemble guidance as of August 31 project daily minima in the mid-to-upper 70s, with some runs showing 76–80 °F depending on exact cloud cover and any late-day convection. A cold front is expected to arrive later in the week, but its influence remains limited through September 2, preserving the warm boundary layer. Historical climatology for early September shows average lows near 65 °F, so the current anomaly of +10–15 °F explains why traders assign roughly equal weight to bins centered near 70–80 °F while still pricing modest tail risk for cooler or warmer outliers. Traders are therefore focused on the next 12–24 hours of model updates from the NWS and NOAA, which will refine the precise minimum before the market resolves.