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: 19
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 7
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 12
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): 2.60%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 19.
- Top RV market: INIT (26.65%), 24h notional $8.51M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | INIT | 26.65% | $8.51M |
| 2 | VVV | 21.84% | $29.22M |
| 3 | MERL | 16.53% | $1.57M |
| 4 | OM | 16.17% | $2.91M |
| 5 | AZTEC | 13.18% | $3.25M |
| 6 | MOVE | 12.64% | $2.66M |
| 7 | STABLE | 11.10% | $2.22M |
| 8 | MON | 9.48% | $5.92M |
| 9 | COMP | 8.73% | $1.24M |
| 10 | WLFI | 7.96% | $2.92M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~5144ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 7.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | SPACEUSDT | 30.20% | $7.20M |
| 2 | VVVUSDT | 22.08% | $4.00M |
| 3 | EULUSDT | 19.77% | $139.86K |
| 4 | FHEUSDT | 19.75% | $117.44K |
| 5 | POWERUSDT | 19.12% | $537.90K |
| 6 | MYXUSDT | 17.57% | $1.08M |
| 7 | BTRUSDT | 16.41% | $300.01K |
| 8 | 我踏马来了USDT | 14.54% | $346.27K |
| 9 | HUSDT | 14.41% | $1.21M |
| 10 | PIPPINUSDT | 13.83% | $8.65M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4600ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 12.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | WLFIUSDC | 7.76% | $4.97M |
| 2 | 1000PEPEUSDC | 7.51% | $55.80M |
| 3 | ZECUSDC | 7.28% | $42.40M |
| 4 | TRUMPUSDC | 6.64% | $6.19M |
| 5 | PENGUUSDC | 5.79% | $4.92M |
| 6 | DOGEUSDC | 5.67% | $82.77M |
| 7 | BOMEUSDC | 5.67% | $939.20K |
| 8 | XRPUSDC | 5.56% | $354.35M |
| 9 | 1000BONKUSDC | 5.38% | $3.36M |
| 10 | WIFUSDC | 5.17% | $4.98M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~4776ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.