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: 27
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 11
- 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): 4.22%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 27.
- Top RV market: MERL (15.74%), 24h notional $2.01M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | MERL | 15.74% | $2.01M |
| 2 | PURR | 15.23% | $2.45M |
| 3 | STABLE | 11.28% | $2.69M |
| 4 | HYPE | 10.51% | $871.24M |
| 5 | AXS | 10.05% | $3.03M |
| 6 | STX | 9.78% | $5.07M |
| 7 | LIT | 9.74% | $22.02M |
| 8 | PUMP | 9.68% | $60.40M |
| 9 | SPX | 8.84% | $2.98M |
| 10 | FARTCOIN | 8.55% | $24.11M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~5362ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 11.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BULLAUSDT | 45.21% | $2.67M |
| 2 | BIRBUSDT | 34.40% | $8.53M |
| 3 | GWEIUSDT | 32.64% | $390.91K |
| 4 | HANAUSDT | 29.39% | $522.24K |
| 5 | PENGUINUSDT | 27.48% | $356.80K |
| 6 | RIVERUSDT | 26.72% | $6.41M |
| 7 | FHEUSDT | 22.13% | $501.48K |
| 8 | SPACEUSDT | 21.56% | $457.26K |
| 9 | CLOUSDT | 19.72% | $484.45K |
| 10 | UAIUSDT | 19.16% | $437.09K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3467ms.
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 | BOMEUSDC | 8.82% | $3.09M |
| 2 | IPUSDC | 8.24% | $6.92M |
| 3 | KAITOUSDC | 7.95% | $2.52M |
| 4 | WLFIUSDC | 7.72% | $7.71M |
| 5 | ZECUSDC | 7.31% | $43.51M |
| 6 | ETHFIUSDC | 7.28% | $3.99M |
| 7 | PENGUUSDC | 7.20% | $6.29M |
| 8 | BIOUSDC | 7.17% | $1.67M |
| 9 | ORDIUSDC | 7.09% | $2.62M |
| 10 | 1000PEPEUSDC | 7.03% | $37.09M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2842ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.