This is an automated market recap covering the last 24 hours.
Method notes:
- Realized vol % over the window (not annualized): stdev(log returns) × sqrt(n) × 100.
Executive summary
- Modules active: Hyperliquid, Aster, Binance
- Hyperliquid: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 20
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 8
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 8
Hyperliquid (perps)
This section is computed from Hyperliquid public candles.
- Window: 24h
- Interval: 5m
- Volatility metric: realized vol % over the window (not annualized)
Quick takeaways
- Scanned top 60 markets by 24h notional volume.
- BTC realized vol (24h, 5m): 2.10%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 20.
- Top RV market: WLD (24.25%), 24h notional $73.24M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | WLD | 24.25% | $73.24M |
| 2 | PURR | 19.34% | $2.92M |
| 3 | JTO | 17.33% | $6.58M |
| 4 | STABLE | 15.19% | $4.59M |
| 5 | SKR | 13.14% | $2.64M |
| 6 | RESOLV | 11.79% | $6.81M |
| 7 | MERL | 11.60% | $1.81M |
| 8 | FOGO | 10.57% | $1.59M |
| 9 | HYPE | 9.14% | $706.15M |
| 10 | LIT | 8.84% | $21.16M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4707ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 8.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BIRBUSDT | 50.09% | $4.39M |
| 2 | QUSDT | 48.12% | $759.31K |
| 3 | PENGUINUSDT | 28.09% | $562.96K |
| 4 | GWEIUSDT | 26.63% | $1.11M |
| 5 | ACUUSDT | 24.05% | $1.12M |
| 6 | RIVERUSDT | 23.16% | $7.65M |
| 7 | SOMIUSDT | 22.68% | $1.70M |
| 8 | AIAUSDT | 22.01% | $661.18K |
| 9 | WLDUSDT | 20.19% | $2.61M |
| 10 | ELSAUSDT | 19.81% | $40.41M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4833ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 8.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | WLDUSDC | 23.28% | $43.24M |
| 2 | IPUSDC | 7.87% | $8.35M |
| 3 | PENGUUSDC | 6.32% | $6.29M |
| 4 | BOMEUSDC | 5.55% | $2.17M |
| 5 | BIOUSDC | 4.93% | $1.61M |
| 6 | WIFUSDC | 4.81% | $3.23M |
| 7 | 1000PEPEUSDC | 4.80% | $29.30M |
| 8 | TIAUSDC | 4.69% | $3.71M |
| 9 | PNUTUSDC | 4.58% | $1.86M |
| 10 | KAITOUSDC | 4.53% | $1.59M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2314ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.