A dramatic night at Villa Park saw Bradford book their ticket to Wembley on February 24.
They are now 9/2 with Sky Bet to lift the Capital One Cup having started their remarkable run as 2000/1 outsiders.
The League Two outfit claimed their third successive triumph over a Premier League side by ousting Aston Villa 4-3 on aggregate after a 2-1 defeat on the night.
Consequently, Villa boss Paul Lambert has been cut from 2/1 to 4/7 to be the next Premier League boss to go with his side just a point clear of the relegation zone and 11/10 to face the drop.
Sky Bet's Chris Spicer said: "We're breathing a sigh of relief that nobody actually backed the Bantams at 2000/1, although some punters will be double checking their bet receipts after getting on at 500/1.
"The League Two side will obviously be heavy outsiders regardless of who they face in the final, but who would dare to write them off at Wembley given what they've achieved so far in this competition.
"The result has also prompted a surge of interest in Lambert to go and we expect to see his price get even shorter with Villa's wretched season hitting a new low."