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: 19
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 6
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 8
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): 3.11%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 19.
- Top RV market: VVV (11.58%), 24h notional $14.54M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | VVV | 11.58% | $14.54M |
| 2 | SKR | 9.66% | $1.16M |
| 3 | XPL | 9.47% | $16.99M |
| 4 | RESOLV | 9.42% | $2.97M |
| 5 | AIXBT | 8.69% | $1.15M |
| 6 | FARTCOIN | 7.21% | $16.61M |
| 7 | SPX | 6.39% | $1.69M |
| 8 | PUMP | 6.03% | $17.36M |
| 9 | SUI | 5.96% | $55.48M |
| 10 | LIT | 5.96% | $13.60M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4668ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 6.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | OPNUSDT | 22.22% | $736.21K |
| 2 | RIVERUSDT | 20.99% | $3.47M |
| 3 | SIRENUSDT | 20.03% | $4.30M |
| 4 | PHAUSDT | 17.35% | $343.01K |
| 5 | BARDUSDT | 16.67% | $5.60M |
| 6 | HUSDT | 16.67% | $1.42M |
| 7 | POWERUSDT | 16.67% | $691.48K |
| 8 | ORCAUSDT | 14.43% | $716.35K |
| 9 | TRIAUSDT | 14.11% | $214.47K |
| 10 | JELLYJELLYUSDT | 14.07% | $9.93M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3713ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 8.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | SUIUSDC | 5.76% | $21.42M |
| 2 | PENGUUSDC | 5.72% | $4.56M |
| 3 | IPUSDC | 5.47% | $3.30M |
| 4 | WIFUSDC | 5.38% | $2.96M |
| 5 | NEARUSDC | 5.23% | $6.95M |
| 6 | ENAUSDC | 5.14% | $7.42M |
| 7 | ORDIUSDC | 5.03% | $1.05M |
| 8 | ARBUSDC | 5.00% | $4.97M |
| 9 | WLFIUSDC | 4.99% | $2.73M |
| 10 | BIOUSDC | 4.97% | $451.12K |
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.