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: 15
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 2
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 5
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): 2.57%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 15.
- Top RV market: AZTEC (34.66%), 24h notional $3.56M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | AZTEC | 34.66% | $3.56M |
| 2 | SNX | 14.33% | $2.67M |
| 3 | VVV | 13.89% | $7.47M |
| 4 | OM | 13.33% | $7.30M |
| 5 | OP | 10.17% | $7.77M |
| 6 | INJ | 9.30% | $14.75M |
| 7 | STABLE | 9.28% | $2.23M |
| 8 | RESOLV | 9.21% | $1.76M |
| 9 | ZRO | 7.84% | $8.22M |
| 10 | 0G | 7.52% | $979.87K |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4258ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 2.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | AZTECUSDT | 33.81% | $688.37K |
| 2 | MYXUSDT | 25.90% | $661.47K |
| 3 | ENSOUSDT | 17.53% | $1.90M |
| 4 | SPACEUSDT | 17.52% | $1.50M |
| 5 | SIRENUSDT | 17.12% | $662.33K |
| 6 | RAVEUSDT | 16.91% | $726.68K |
| 7 | ESPUSDT | 15.57% | $337.01K |
| 8 | RIVERUSDT | 14.72% | $2.06M |
| 9 | IRUSDT | 14.67% | $648.32K |
| 10 | VVVUSDT | 14.07% | $446.78K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~5466ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 5.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BIOUSDC | 6.30% | $1.40M |
| 2 | ARBUSDC | 5.07% | $10.41M |
| 3 | PENGUUSDC | 4.72% | $3.10M |
| 4 | ENAUSDC | 4.67% | $8.23M |
| 5 | ETHFIUSDC | 4.67% | $911.16K |
| 6 | IPUSDC | 4.61% | $2.37M |
| 7 | ORDIUSDC | 4.50% | $727.41K |
| 8 | CRVUSDC | 4.45% | $4.18M |
| 9 | KAITOUSDC | 4.40% | $889.35K |
| 10 | ZECUSDC | 4.35% | $17.27M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2727ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.