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: 10
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 3
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 3
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): 2.72%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 10.
- Top RV market: RESOLV (13.73%), 24h notional $9.07M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | RESOLV | 13.73% | $9.07M |
| 2 | SKR | 12.85% | $1.53M |
| 3 | VVV | 9.21% | $7.45M |
| 4 | INIT | 8.82% | $1.53M |
| 5 | FOGO | 8.10% | $1.08M |
| 6 | XPL | 7.45% | $12.91M |
| 7 | STABLE | 6.41% | $634.11K |
| 8 | MON | 6.34% | $1.88M |
| 9 | IP | 6.25% | $705.51K |
| 10 | LIT | 6.06% | $13.78M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4940ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 3.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | JELLYJELLYUSDT | 31.97% | $21.42M |
| 2 | UAIUSDT | 27.22% | $1.60M |
| 3 | LAUSDT | 24.30% | $564.98K |
| 4 | BEATUSDT | 20.55% | $523.42K |
| 5 | RIVERUSDT | 18.63% | $3.48M |
| 6 | SIGNUSDT | 18.22% | $693.28K |
| 7 | KITEUSDT | 15.87% | $557.96K |
| 8 | POWERUSDT | 15.82% | $859.44K |
| 9 | NATGASUSDT | 15.26% | $363.21K |
| 10 | SENTUSDT | 14.43% | $2.30M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3707ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 3.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BIOUSDC | 6.31% | $859.15K |
| 2 | IPUSDC | 6.27% | $3.00M |
| 3 | WIFUSDC | 5.45% | $6.13M |
| 4 | KAITOUSDC | 4.61% | $1.29M |
| 5 | PENGUUSDC | 4.53% | $2.52M |
| 6 | TIAUSDC | 4.36% | $1.70M |
| 7 | PNUTUSDC | 4.28% | $831.58K |
| 8 | ENAUSDC | 4.28% | $5.63M |
| 9 | ARBUSDC | 4.19% | $4.17M |
| 10 | ETHFIUSDC | 4.19% | $1.05M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~3182ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.