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: 34
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 10
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 30
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): 3.88%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 34.
- Top RV market: ZORA (32.25%), 24h notional $4.72M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ZORA | 32.25% | $4.72M |
| 2 | LIT | 12.04% | $28.69M |
| 3 | CC | 11.42% | $6.96M |
| 4 | IP | 10.53% | $5.78M |
| 5 | HYPE | 10.33% | $570.07M |
| 6 | AXS | 10.23% | $4.54M |
| 7 | RESOLV | 9.81% | $2.52M |
| 8 | SPX | 9.75% | $3.68M |
| 9 | ZRO | 9.73% | $14.73M |
| 10 | MON | 9.60% | $8.64M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4666ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 10.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BULLAUSDT | 59.90% | $15.27M |
| 2 | PENGUINUSDT | 38.60% | $937.36K |
| 3 | 我踏马来了USDT | 36.73% | $2.72M |
| 4 | CLANKERUSDT | 34.15% | $2.85M |
| 5 | CYSUSDT | 33.21% | $673.80K |
| 6 | ZKPUSDT | 31.17% | $1.77M |
| 7 | RIVERUSDT | 25.67% | $3.50M |
| 8 | SENTUSDT | 19.28% | $793.41K |
| 9 | 币安人生USDT | 18.17% | $2.97M |
| 10 | ENSOUSDT | 17.44% | $3.03M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4549ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 30.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | IPUSDC | 10.46% | $15.32M |
| 2 | ORDIUSDC | 8.92% | $5.02M |
| 3 | BOMEUSDC | 8.39% | $3.91M |
| 4 | ETHFIUSDC | 7.93% | $3.85M |
| 5 | KAITOUSDC | 7.86% | $3.49M |
| 6 | BIOUSDC | 7.76% | $3.26M |
| 7 | WLFIUSDC | 7.66% | $9.44M |
| 8 | ZECUSDC | 7.63% | $60.30M |
| 9 | WLDUSDC | 7.58% | $11.09M |
| 10 | PENGUUSDC | 7.57% | $10.38M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3603ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.