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: 28
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 9
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 24
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): 3.19%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 28.
- Top RV market: AR (15.19%), 24h notional $2.59M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | AR | 15.19% | $2.59M |
| 2 | AZTEC | 11.74% | $3.43M |
| 3 | DOT | 10.59% | $40.82M |
| 4 | VVV | 10.56% | $9.79M |
| 5 | XPL | 9.71% | $13.56M |
| 6 | LIT | 8.79% | $15.21M |
| 7 | APT | 8.54% | $4.57M |
| 8 | VIRTUAL | 8.42% | $9.28M |
| 9 | AERO | 8.16% | $1.71M |
| 10 | FIL | 8.15% | $2.14M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4103ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 9.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ARCUSDT | 47.98% | $6.05M |
| 2 | WARDUSDT | 36.11% | $253.36K |
| 3 | ENSOUSDT | 25.59% | $12.71M |
| 4 | POWERUSDT | 22.89% | $3.01M |
| 5 | SIRENUSDT | 19.95% | $930.63K |
| 6 | MYXUSDT | 17.36% | $341.69K |
| 7 | OPNUSDT | 16.42% | $342.31K |
| 8 | BULLAUSDT | 16.34% | $1.73M |
| 9 | AXLUSDT | 15.28% | $681.22K |
| 10 | PIPPINUSDT | 14.73% | $12.36M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3513ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 24.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | FILUSDC | 8.17% | $31.36M |
| 2 | UNIUSDC | 7.87% | $8.89M |
| 3 | TIAUSDC | 7.17% | $10.35M |
| 4 | NEARUSDC | 7.12% | $10.49M |
| 5 | WIFUSDC | 7.00% | $7.32M |
| 6 | PENGUUSDC | 6.74% | $5.52M |
| 7 | ZECUSDC | 6.19% | $24.65M |
| 8 | 1000BONKUSDC | 6.13% | $3.12M |
| 9 | ETHFIUSDC | 6.02% | $2.81M |
| 10 | BIOUSDC | 5.81% | $1.33M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~4277ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.