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: 31
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 14
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 26
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): 3.12%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 31.
- Top RV market: STABLE (16.47%), 24h notional $3.13M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | STABLE | 16.47% | $3.13M |
| 2 | PURR | 13.29% | $2.06M |
| 3 | AXS | 11.37% | $8.07M |
| 4 | SKR | 11.20% | $2.95M |
| 5 | IP | 11.12% | $4.13M |
| 6 | LIT | 10.78% | $28.99M |
| 7 | HYPE | 10.45% | $806.26M |
| 8 | CC | 10.05% | $5.75M |
| 9 | ZRO | 9.43% | $17.11M |
| 10 | WLD | 8.67% | $16.87M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4556ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 14.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | CYSUSDT | 42.62% | $924.92K |
| 2 | 42USDT | 37.21% | $560.03K |
| 3 | PENGUINUSDT | 31.14% | $740.31K |
| 4 | GWEIUSDT | 30.28% | $1.07M |
| 5 | BIRBUSDT | 29.13% | $2.45M |
| 6 | SENTUSDT | 25.01% | $4.51M |
| 7 | RIVERUSDT | 18.53% | $5.48M |
| 8 | PIPPINUSDT | 17.61% | $6.80M |
| 9 | SPACEUSDT | 15.76% | $39.44M |
| 10 | 币安人生USDT | 14.80% | $1.32M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4098ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 26.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | IPUSDC | 10.62% | $13.75M |
| 2 | WLDUSDC | 8.56% | $17.46M |
| 3 | ORDIUSDC | 7.20% | $3.89M |
| 4 | BOMEUSDC | 6.59% | $2.85M |
| 5 | KAITOUSDC | 6.21% | $2.34M |
| 6 | PENGUUSDC | 6.20% | $9.03M |
| 7 | ETHFIUSDC | 6.01% | $5.34M |
| 8 | TIAUSDC | 5.94% | $5.31M |
| 9 | PNUTUSDC | 5.89% | $3.19M |
| 10 | ZECUSDC | 5.85% | $42.35M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3200ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.