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: 17
- 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): 3.25%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 17.
- Top RV market: SKR (30.71%), 24h notional $4.15M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | SKR | 30.71% | $4.15M |
| 2 | PROMPT | 19.18% | $2.01M |
| 3 | UMA | 13.53% | $1.06M |
| 4 | VVV | 10.43% | $7.42M |
| 5 | SNX | 8.76% | $1.66M |
| 6 | YGG | 8.62% | $1.14M |
| 7 | AZTEC | 7.83% | $4.11M |
| 8 | WLFI | 7.43% | $12.86M |
| 9 | EIGEN | 7.18% | $2.04M |
| 10 | MON | 7.14% | $2.61M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4062ms.
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 | RAVEUSDT | 41.77% | $3.32M |
| 2 | BULLAUSDT | 40.28% | $4.00M |
| 3 | POWERUSDT | 31.09% | $7.42M |
| 4 | SKRUSDT | 28.86% | $972.52K |
| 5 | NAORISUSDT | 22.95% | $179.59K |
| 6 | ESPUSDT | 21.94% | $1.83M |
| 7 | MYXUSDT | 20.49% | $493.33K |
| 8 | FUNUSDT | 15.90% | $186.49K |
| 9 | OPNUSDT | 15.83% | $628.16K |
| 10 | TRIAUSDT | 15.60% | $280.42K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4124ms.
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 | 7.42% | $8.57M |
| 2 | ETHFIUSDC | 6.31% | $2.06M |
| 3 | BIOUSDC | 5.95% | $1.74M |
| 4 | WLDUSDC | 5.40% | $3.04M |
| 5 | PENGUUSDC | 5.34% | $2.91M |
| 6 | UNIUSDC | 5.22% | $3.39M |
| 7 | KAITOUSDC | 5.01% | $977.48K |
| 8 | ORDIUSDC | 4.86% | $1.14M |
| 9 | TIAUSDC | 4.72% | $1.96M |
| 10 | BCHUSDC | 4.68% | $30.11M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~10903ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.