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: 9
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 21
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): 3.62%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 25.
- Top RV market: PURR (15.47%), 24h notional $2.66M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | PURR | 15.47% | $2.66M |
| 2 | SKR | 13.13% | $2.35M |
| 3 | HYPE | 11.32% | $864.27M |
| 4 | MOVE | 11.16% | $1.77M |
| 5 | LIT | 11.01% | $17.70M |
| 6 | STABLE | 10.33% | $5.75M |
| 7 | IP | 10.01% | $6.07M |
| 8 | ZK | 9.74% | $2.41M |
| 9 | ZRO | 9.34% | $5.54M |
| 10 | JUP | 9.10% | $3.24M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~5348ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 9.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BULLAUSDT | 49.87% | $3.16M |
| 2 | RIVERUSDT | 37.41% | $12.16M |
| 3 | PENGUINUSDT | 30.16% | $545.65K |
| 4 | FHEUSDT | 28.47% | $695.77K |
| 5 | ZAMAUSDT | 28.35% | $3.44M |
| 6 | COLLECTUSDT | 27.60% | $279.42K |
| 7 | 我踏马来了USDT | 22.75% | $976.98K |
| 8 | GWEIUSDT | 21.88% | $258.28K |
| 9 | UAIUSDT | 20.53% | $713.73K |
| 10 | SPACEUSDT | 17.56% | $1.02M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3924ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 21.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | IPUSDC | 9.71% | $8.69M |
| 2 | ZECUSDC | 7.11% | $35.27M |
| 3 | WLFIUSDC | 6.43% | $4.09M |
| 4 | BOMEUSDC | 6.29% | $2.15M |
| 5 | PENGUUSDC | 6.20% | $5.08M |
| 6 | 1000PEPEUSDC | 6.00% | $26.71M |
| 7 | BIOUSDC | 5.99% | $1.11M |
| 8 | WIFUSDC | 5.96% | $4.45M |
| 9 | PNUTUSDC | 5.88% | $2.07M |
| 10 | KAITOUSDC | 5.80% | $1.40M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~5915ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.