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: 18
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 4
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 13
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): 2.68%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 18.
- Top RV market: AZTEC (23.20%), 24h notional $27.54M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | AZTEC | 23.20% | $27.54M |
| 2 | BIO | 19.56% | $3.17M |
| 3 | YGG | 15.60% | $1.32M |
| 4 | SNX | 15.33% | $1.71M |
| 5 | VVV | 12.34% | $12.82M |
| 6 | JTO | 10.58% | $1.39M |
| 7 | ZRO | 9.83% | $8.28M |
| 8 | INIT | 9.63% | $1.54M |
| 9 | MORPHO | 8.71% | $2.65M |
| 10 | SPX | 7.44% | $1.36M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~3744ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 4.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | MYXUSDT | 37.48% | $1.22M |
| 2 | AZTECUSDT | 22.85% | $4.61M |
| 3 | ALLOUSDT | 20.88% | $546.52K |
| 4 | BIOUSDT | 20.09% | $1.31M |
| 5 | RAVEUSDT | 19.93% | $1.87M |
| 6 | SIRENUSDT | 17.91% | $402.20K |
| 7 | ENSOUSDT | 17.75% | $4.71M |
| 8 | SNXUSDT | 15.69% | $236.09K |
| 9 | VVVUSDT | 12.99% | $657.60K |
| 10 | USELESSUSDT | 12.76% | $232.53K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4300ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 13.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BIOUSDC | 19.42% | $30.08M |
| 2 | TRUMPUSDC | 6.56% | $7.89M |
| 3 | AAVEUSDC | 6.03% | $7.10M |
| 4 | PENGUUSDC | 6.02% | $3.99M |
| 5 | WLFIUSDC | 5.85% | $7.65M |
| 6 | ARBUSDC | 5.68% | $9.51M |
| 7 | ETHFIUSDC | 5.52% | $750.40K |
| 8 | WIFUSDC | 5.44% | $2.88M |
| 9 | 1000PEPEUSDC | 5.41% | $22.92M |
| 10 | BOMEUSDC | 5.39% | $996.84K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3183ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.