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: 16
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 6
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 14
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): 3.40%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 16.
- Top RV market: BERA (12.08%), 24h notional $13.37M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BERA | 12.08% | $13.37M |
| 2 | STABLE | 11.36% | $1.71M |
| 3 | AXS | 11.15% | $11.69M |
| 4 | SKR | 9.30% | $1.49M |
| 5 | ZRO | 9.25% | $16.23M |
| 6 | ZK | 8.09% | $1.03M |
| 7 | WLFI | 7.65% | $5.84M |
| 8 | RESOLV | 6.78% | $1.95M |
| 9 | SPX | 6.33% | $885.54K |
| 10 | XMR | 6.04% | $4.69M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4931ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 6.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | SIRENUSDT | 29.07% | $1.42M |
| 2 | PENGUINUSDT | 22.63% | $142.85K |
| 3 | ZKPUSDT | 21.81% | $4.12M |
| 4 | TRIAUSDT | 16.95% | $368.76K |
| 5 | PIPPINUSDT | 16.36% | $2.80M |
| 6 | ARCUSDT | 13.64% | $232.74K |
| 7 | WARDUSDT | 13.32% | $743.98K |
| 8 | BERAUSDT | 13.23% | $899.64K |
| 9 | FOLKSUSDT | 12.94% | $129.16K |
| 10 | RIVERUSDT | 12.63% | $385.64K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3941ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 14.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | WLFIUSDC | 7.58% | $7.83M |
| 2 | IPUSDC | 6.56% | $4.22M |
| 3 | ZECUSDC | 5.07% | $21.68M |
| 4 | BIOUSDC | 5.06% | $626.65K |
| 5 | PENGUUSDC | 4.93% | $2.30M |
| 6 | UNIUSDC | 4.88% | $1.52M |
| 7 | BOMEUSDC | 4.87% | $870.21K |
| 8 | SUIUSDC | 4.83% | $20.98M |
| 9 | ETHFIUSDC | 4.83% | $2.24M |
| 10 | ARBUSDC | 4.79% | $11.15M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3341ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.