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: 22
- 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: 17
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): 3.61%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 22.
- Top RV market: GRASS (17.46%), 24h notional $2.82M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | GRASS | 17.46% | $2.82M |
| 2 | VVV | 17.29% | $48.95M |
| 3 | ZETA | 12.52% | $1.68M |
| 4 | NEAR | 10.78% | $42.18M |
| 5 | AIXBT | 10.58% | $1.40M |
| 6 | XPL | 8.81% | $16.30M |
| 7 | IP | 8.65% | $1.66M |
| 8 | SPX | 8.63% | $2.07M |
| 9 | VIRTUAL | 8.02% | $7.31M |
| 10 | PENGU | 7.55% | $6.70M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4287ms.
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 | POWERUSDT | 29.79% | $5.79M |
| 2 | SIRENUSDT | 24.45% | $2.36M |
| 3 | ROBOUSDT | 24.00% | $2.34M |
| 4 | OPNUSDT | 22.96% | $541.69K |
| 5 | ARCUSDT | 21.75% | $1.13M |
| 6 | SAHARAUSDT | 18.11% | $1.28M |
| 7 | GRASSUSDT | 17.47% | $244.58K |
| 8 | 4USDT | 17.06% | $194.19K |
| 9 | VVVUSDT | 17.04% | $2.26M |
| 10 | BULLAUSDT | 16.73% | $1.82M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3510ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 17.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | NEARUSDC | 10.59% | $23.71M |
| 2 | IPUSDC | 8.24% | $6.21M |
| 3 | BIOUSDC | 7.59% | $708.13K |
| 4 | PENGUUSDC | 7.37% | $4.77M |
| 5 | WIFUSDC | 6.74% | $3.73M |
| 6 | ENAUSDC | 6.41% | $8.51M |
| 7 | ORDIUSDC | 6.25% | $1.82M |
| 8 | ARBUSDC | 6.11% | $5.52M |
| 9 | TIAUSDC | 5.81% | $2.50M |
| 10 | PNUTUSDC | 5.76% | $1.36M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2976ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.