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: 12
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 28
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): 4.91%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 31.
- Top RV market: ZORA (22.75%), 24h notional $8.09M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ZORA | 22.75% | $8.09M |
| 2 | ZK | 20.94% | $15.96M |
| 3 | MERL | 17.53% | $1.97M |
| 4 | ANIME | 16.64% | $2.81M |
| 5 | GAS | 16.46% | $1.87M |
| 6 | SKR | 15.15% | $2.12M |
| 7 | IP | 13.35% | $5.05M |
| 8 | AXS | 12.49% | $4.52M |
| 9 | ZRO | 11.66% | $6.67M |
| 10 | FARTCOIN | 10.55% | $14.86M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~5576ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 12.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BULLAUSDT | 101.26% | $15.20M |
| 2 | RIVERUSDT | 55.84% | $17.64M |
| 3 | 我踏马来了USDT | 32.62% | $3.34M |
| 4 | PENGUINUSDT | 32.16% | $492.98K |
| 5 | HANAUSDT | 26.85% | $578.52K |
| 6 | CYSUSDT | 25.17% | $534.24K |
| 7 | LIGHTUSDT | 25.09% | $249.32K |
| 8 | ZORAUSDT | 24.81% | $327.18K |
| 9 | UAIUSDT | 24.46% | $406.46K |
| 10 | CLANKERUSDT | 22.50% | $1.00M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4162ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 28.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | IPUSDC | 13.25% | $15.22M |
| 2 | WLFIUSDC | 10.06% | $8.62M |
| 3 | BOMEUSDC | 9.54% | $2.39M |
| 4 | KAITOUSDC | 9.02% | $2.67M |
| 5 | PNUTUSDC | 8.93% | $2.62M |
| 6 | WIFUSDC | 8.85% | $6.61M |
| 7 | ORDIUSDC | 8.80% | $3.09M |
| 8 | 1000PEPEUSDC | 8.79% | $40.07M |
| 9 | PENGUUSDC | 8.71% | $7.66M |
| 10 | BIOUSDC | 8.71% | $1.60M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~4976ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.