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: 25
- 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: 18
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): 3.13%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 25.
- Top RV market: MEGA (29.16%), 24h notional $6.37M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | MEGA | 29.16% | $6.37M |
| 2 | PURR | 18.73% | $1.44M |
| 3 | SKR | 15.85% | $3.03M |
| 4 | INIT | 14.44% | $2.83M |
| 5 | 0G | 11.57% | $2.08M |
| 6 | STABLE | 10.73% | $1.55M |
| 7 | HYPE | 10.24% | $515.76M |
| 8 | LIT | 9.78% | $16.95M |
| 9 | MON | 8.90% | $8.36M |
| 10 | CC | 8.67% | $5.19M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4552ms.
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 | PENGUINUSDT | 36.14% | $772.01K |
| 2 | CLANKERUSDT | 26.79% | $1.96M |
| 3 | BULLAUSDT | 25.97% | $5.32M |
| 4 | ENSOUSDT | 24.47% | $3.98M |
| 5 | ACUUSDT | 24.38% | $743.33K |
| 6 | PIPPINUSDT | 19.95% | $5.29M |
| 7 | BIRBUSDT | 19.10% | $429.54K |
| 8 | RIVERUSDT | 17.38% | $7.29M |
| 9 | SENTUSDT | 16.26% | $1.04M |
| 10 | SKRUSDT | 15.99% | $1.81M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~5208ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 18.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BOMEUSDC | 7.02% | $2.49M |
| 2 | ETHFIUSDC | 6.77% | $2.57M |
| 3 | IPUSDC | 6.55% | $8.67M |
| 4 | KAITOUSDC | 6.21% | $1.39M |
| 5 | ORDIUSDC | 5.98% | $3.02M |
| 6 | 1000PEPEUSDC | 5.92% | $37.15M |
| 7 | PNUTUSDC | 5.88% | $2.67M |
| 8 | ZECUSDC | 5.82% | $34.15M |
| 9 | PENGUUSDC | 5.77% | $4.97M |
| 10 | SUIUSDC | 5.71% | $32.05M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2249ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.