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: 11
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 3
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 6
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): 2.55%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 11.
- Top RV market: LAYER (16.04%), 24h notional $1.22M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | LAYER | 16.04% | $1.22M |
| 2 | AIXBT | 14.35% | $1.25M |
| 3 | VVV | 13.83% | $17.93M |
| 4 | kLUNC | 13.77% | $1.06M |
| 5 | STABLE | 11.33% | $3.48M |
| 6 | ANIME | 9.07% | $1.25M |
| 7 | STBL | 8.87% | $952.29K |
| 8 | ARB | 7.18% | $4.06M |
| 9 | SKR | 7.14% | $1.04M |
| 10 | ZRO | 6.89% | $4.56M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4607ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 3.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | POWERUSDT | 31.41% | $5.94M |
| 2 | SAHARAUSDT | 28.33% | $4.41M |
| 3 | MYXUSDT | 22.60% | $407.32K |
| 4 | 币安人生USDT | 21.84% | $844.01K |
| 5 | PIPPINUSDT | 21.76% | $8.70M |
| 6 | GWEIUSDT | 21.65% | $641.88K |
| 7 | SIRENUSDT | 20.22% | $1.01M |
| 8 | FOLKSUSDT | 18.94% | $231.65K |
| 9 | WETUSDT | 16.67% | $352.22K |
| 10 | UAIUSDT | 15.12% | $234.11K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4366ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 6.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ARBUSDC | 7.20% | $10.66M |
| 2 | KAITOUSDC | 5.88% | $1.82M |
| 3 | BIOUSDC | 5.69% | $1.72M |
| 4 | ORDIUSDC | 5.30% | $1.42M |
| 5 | IPUSDC | 5.15% | $2.22M |
| 6 | ENAUSDC | 5.09% | $5.88M |
| 7 | ZECUSDC | 5.07% | $15.93M |
| 8 | PENGUUSDC | 5.06% | $2.99M |
| 9 | NEARUSDC | 4.74% | $4.12M |
| 10 | WIFUSDC | 4.70% | $3.04M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3954ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.