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: 23
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 7
- 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): 3.71%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 23.
- Top RV market: VVV (14.77%), 24h notional $20.87M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | VVV | 14.77% | $20.87M |
| 2 | AIXBT | 11.32% | $4.00M |
| 3 | PURR | 10.92% | $1.43M |
| 4 | SPX | 9.13% | $4.75M |
| 5 | XPL | 8.52% | $15.00M |
| 6 | AZTEC | 8.41% | $1.06M |
| 7 | GRASS | 7.63% | $1.14M |
| 8 | FARTCOIN | 7.40% | $24.06M |
| 9 | IP | 7.38% | $2.28M |
| 10 | ZEC | 7.29% | $32.58M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4632ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 7.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | QUSDT | 82.89% | $734.38K |
| 2 | MANTRAUSDT | 29.33% | $839.62K |
| 3 | POWERUSDT | 24.15% | $1.08M |
| 4 | PHAUSDT | 23.86% | $716.90K |
| 5 | SIRENUSDT | 23.19% | $1.35M |
| 6 | BARDUSDT | 22.01% | $1.82M |
| 7 | ROBOUSDT | 21.38% | $1.94M |
| 8 | PIPPINUSDT | 21.18% | $9.59M |
| 9 | RIVERUSDT | 18.89% | $2.72M |
| 10 | BANANAS31USDT | 16.26% | $394.64K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3031ms.
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 | IPUSDC | 7.40% | $6.17M |
| 2 | ZECUSDC | 7.29% | $28.88M |
| 3 | NEARUSDC | 6.30% | $10.49M |
| 4 | ENAUSDC | 6.25% | $8.90M |
| 5 | DOGEUSDC | 5.97% | $92.69M |
| 6 | 1000PEPEUSDC | 5.96% | $21.58M |
| 7 | PENGUUSDC | 5.85% | $4.59M |
| 8 | WLDUSDC | 5.65% | $4.76M |
| 9 | WIFUSDC | 5.65% | $4.99M |
| 10 | BCHUSDC | 5.58% | $18.69M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~4888ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.