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: 21
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 5
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 17
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): 3.91%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 21.
- Top RV market: SKR (13.05%), 24h notional $2.19M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | SKR | 13.05% | $2.19M |
| 2 | BERA | 10.56% | $8.53M |
| 3 | RESOLV | 9.90% | $7.15M |
| 4 | LIT | 7.35% | $5.14M |
| 5 | HYPE | 6.89% | $221.89M |
| 6 | AXS | 6.84% | $4.20M |
| 7 | ZRO | 6.75% | $4.31M |
| 8 | ZEC | 6.67% | $26.49M |
| 9 | XMR | 6.52% | $5.94M |
| 10 | SYRUP | 6.35% | $1.38M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~5083ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 5.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | PTBUSDT | 32.92% | $327.69K |
| 2 | 我踏马来了USDT | 29.08% | $1.85M |
| 3 | ARCUSDT | 26.23% | $654.31K |
| 4 | BULLAUSDT | 18.67% | $492.74K |
| 5 | COLLECTUSDT | 17.89% | $163.85K |
| 6 | BREVUSDT | 16.82% | $537.49K |
| 7 | HANAUSDT | 15.56% | $205.61K |
| 8 | BANANAS31USDT | 15.44% | $333.02K |
| 9 | WHITEWHALEUSDT | 13.26% | $128.00K |
| 10 | SKRUSDT | 13.03% | $146.43K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4417ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 17.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ZECUSDC | 6.45% | $37.59M |
| 2 | WLFIUSDC | 5.67% | $3.91M |
| 3 | PENGUUSDC | 5.54% | $3.06M |
| 4 | IPUSDC | 5.54% | $4.42M |
| 5 | ORDIUSDC | 5.33% | $1.74M |
| 6 | TIAUSDC | 5.32% | $3.87M |
| 7 | BIOUSDC | 5.27% | $589.90K |
| 8 | ETHFIUSDC | 5.21% | $1.75M |
| 9 | BOMEUSDC | 5.12% | $1.17M |
| 10 | XRPUSDC | 5.07% | $374.53M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2731ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.