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: 31
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 8
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 20
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): 4.16%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 31.
- Top RV market: GRASS (17.69%), 24h notional $1.89M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | GRASS | 17.69% | $1.89M |
| 2 | LAYER | 15.25% | $1.46M |
| 3 | VVV | 11.88% | $23.16M |
| 4 | ZRO | 10.16% | $15.27M |
| 5 | FARTCOIN | 9.42% | $25.76M |
| 6 | SPX | 9.42% | $1.80M |
| 7 | DOT | 9.35% | $14.04M |
| 8 | VIRTUAL | 8.97% | $6.32M |
| 9 | JUP | 8.55% | $2.18M |
| 10 | PUMP | 8.45% | $14.05M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4008ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 8.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BULLAUSDT | 29.62% | $6.46M |
| 2 | POWERUSDT | 23.26% | $4.05M |
| 3 | SIRENUSDT | 20.48% | $1.04M |
| 4 | SKYAIUSDT | 19.76% | $195.21K |
| 5 | ROBOUSDT | 18.67% | $508.56K |
| 6 | GWEIUSDT | 18.64% | $511.36K |
| 7 | GRASSUSDT | 18.44% | $271.67K |
| 8 | SAHARAUSDT | 17.56% | $4.47M |
| 9 | LYNUSDT | 15.75% | $391.33K |
| 10 | RIVERUSDT | 15.65% | $801.19K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3699ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 20.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | NEARUSDC | 8.10% | $8.58M |
| 2 | ARBUSDC | 7.98% | $8.32M |
| 3 | PENGUUSDC | 7.83% | $4.03M |
| 4 | WIFUSDC | 7.72% | $8.04M |
| 5 | ZECUSDC | 7.48% | $22.58M |
| 6 | ORDIUSDC | 7.45% | $1.79M |
| 7 | BOMEUSDC | 7.39% | $1.43M |
| 8 | TIAUSDC | 7.29% | $3.97M |
| 9 | BIOUSDC | 7.27% | $2.76M |
| 10 | SUIUSDC | 7.16% | $34.58M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3004ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.