According to Odds Shark, the Chiefs opened the week as a huge +10 underdogs to the Saints, the largest Week 3 line in the league.
After the way Kansas City played in the first two weeks, it's no real surprise that Vegas is down on them. They opened the year with a 40-24 loss to the Atlanta Falcons then followed that up with a 35-17 loss to a Buffalo Bills team coming off a 20 point drubbing at the hands of the New York Jets.
The Chiefs have the second worst point differential in the league at -34, behind only the Tennessee Titans at -49.
The Saints, in contrast, are only at -16, as they lost by a little over a TD to the Washington Redskins and the Carolina Panthers. So the good news for Kansas City fans is that if Matt Cassel can play like RG3 or Cam Newton, they should be in good shape this weekend.