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: 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): 4.99%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 27.
- Top RV market: PURR (19.86%), 24h notional $3.28M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | PURR | 19.86% | $3.28M |
| 2 | HYPE | 10.64% | $689.39M |
| 3 | MERL | 10.49% | $1.60M |
| 4 | MON | 10.15% | $12.02M |
| 5 | LIT | 9.56% | $13.25M |
| 6 | SPX | 9.39% | $2.58M |
| 7 | ZORA | 9.34% | $2.02M |
| 8 | FARTCOIN | 9.08% | $25.95M |
| 9 | ZRO | 8.53% | $4.55M |
| 10 | VIRTUAL | 8.44% | $3.05M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~5475ms.
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 | ZILUSDT | 83.25% | $377.93K |
| 2 | BTRUSDT | 58.95% | $352.73K |
| 3 | ARCUSDT | 32.60% | $1.55M |
| 4 | WARDUSDT | 31.37% | $5.27M |
| 5 | RIVERUSDT | 24.69% | $4.81M |
| 6 | BULLAUSDT | 24.69% | $603.63K |
| 7 | CLOUSDT | 24.32% | $2.01M |
| 8 | FHEUSDT | 23.83% | $461.76K |
| 9 | 我踏马来了USDT | 22.04% | $1.18M |
| 10 | SPACEUSDT | 16.58% | $269.41K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~5045ms.
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 | ZECUSDC | 8.06% | $42.26M |
| 2 | ETHFIUSDC | 8.03% | $5.37M |
| 3 | BOMEUSDC | 8.01% | $2.17M |
| 4 | BIOUSDC | 7.69% | $1.25M |
| 5 | PENGUUSDC | 7.59% | $6.16M |
| 6 | ARBUSDC | 7.48% | $20.10M |
| 7 | ETHUSDC | 7.46% | $6.44B |
| 8 | SOLUSDC | 7.46% | $893.78M |
| 9 | PNUTUSDC | 7.38% | $2.20M |
| 10 | SUIUSDC | 7.28% | $37.21M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2750ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.