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: 7
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 10
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): 3.30%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 16.
- Top RV market: SKR (17.33%), 24h notional $9.26M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | SKR | 17.33% | $9.26M |
| 2 | FOGO | 14.83% | $2.54M |
| 3 | VVV | 12.86% | $7.62M |
| 4 | AZTEC | 11.41% | $4.63M |
| 5 | SNX | 9.25% | $1.40M |
| 6 | BERA | 8.47% | $2.90M |
| 7 | ETHFI | 7.89% | $2.36M |
| 8 | FARTCOIN | 7.85% | $12.12M |
| 9 | SPX | 7.68% | $1.80M |
| 10 | MORPHO | 7.63% | $5.40M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4267ms.
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 | BULLAUSDT | 50.29% | $22.49M |
| 2 | POWERUSDT | 41.93% | $3.32M |
| 3 | ESPUSDT | 31.29% | $7.80M |
| 4 | MYXUSDT | 25.87% | $519.08K |
| 5 | OPNUSDT | 20.84% | $631.48K |
| 6 | GPSUSDT | 19.88% | $412.04K |
| 7 | ENSOUSDT | 19.55% | $3.39M |
| 8 | LAUSDT | 19.46% | $213.44K |
| 9 | SIRENUSDT | 19.21% | $550.61K |
| 10 | PIPPINUSDT | 18.08% | $13.47M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~5465ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 10.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ETHFIUSDC | 7.77% | $4.18M |
| 2 | BIOUSDC | 6.16% | $968.43K |
| 3 | PENGUUSDC | 5.71% | $2.27M |
| 4 | WIFUSDC | 5.54% | $3.40M |
| 5 | ORDIUSDC | 5.24% | $1.10M |
| 6 | 1000PEPEUSDC | 5.21% | $14.65M |
| 7 | UNIUSDC | 5.21% | $3.26M |
| 8 | TIAUSDC | 5.04% | $2.09M |
| 9 | WLDUSDC | 5.01% | $2.17M |
| 10 | ZECUSDC | 5.00% | $19.09M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~4416ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.