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: 18
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 5
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 15
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): 3.42%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 18.
- Top RV market: GRASS (13.52%), 24h notional $1.91M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | GRASS | 13.52% | $1.91M |
| 2 | VVV | 12.33% | $24.42M |
| 3 | SPX | 9.04% | $2.85M |
| 4 | SKR | 8.18% | $918.26K |
| 5 | AZTEC | 8.16% | $951.18K |
| 6 | NEAR | 7.76% | $7.29M |
| 7 | ZRO | 7.33% | $12.43M |
| 8 | PUMP | 7.17% | $22.66M |
| 9 | FARTCOIN | 6.96% | $9.88M |
| 10 | VIRTUAL | 6.75% | $2.73M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4817ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 5.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | ARCUSDT | 26.47% | $833.42K |
| 2 | POWERUSDT | 19.46% | $3.44M |
| 3 | SIRENUSDT | 19.21% | $770.57K |
| 4 | LYNUSDT | 17.83% | $282.46K |
| 5 | SAHARAUSDT | 17.78% | $4.72M |
| 6 | FORMUSDT | 17.45% | $140.51K |
| 7 | SKYAIUSDT | 16.01% | $319.54K |
| 8 | BULLAUSDT | 15.74% | $1.64M |
| 9 | ESPUSDT | 14.46% | $301.09K |
| 10 | PIPPINUSDT | 13.94% | $3.29M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4393ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 15.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | NEARUSDC | 7.51% | $7.96M |
| 2 | ARBUSDC | 6.45% | $6.25M |
| 3 | WIFUSDC | 6.18% | $3.24M |
| 4 | ENAUSDC | 6.00% | $6.10M |
| 5 | PENGUUSDC | 5.98% | $2.66M |
| 6 | PNUTUSDC | 5.82% | $1.40M |
| 7 | ORDIUSDC | 5.76% | $1.42M |
| 8 | TIAUSDC | 5.75% | $2.80M |
| 9 | SUIUSDC | 5.68% | $24.31M |
| 10 | BIOUSDC | 5.68% | $1.13M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2534ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.