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: 6
- 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: 2
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): 1.25%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 6.
- Top RV market: YGG (9.77%), 24h notional $672.47K.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | YGG | 9.77% | $672.47K |
| 2 | AXS | 8.27% | $3.32M |
| 3 | TRUMP | 8.16% | $34.74M |
| 4 | VVV | 7.87% | $4.28M |
| 5 | RESOLV | 7.55% | $4.89M |
| 6 | TAO | 6.93% | $25.40M |
| 7 | GRIFFAIN | 6.63% | $797.91K |
| 8 | MNT | 6.27% | $1.48M |
| 9 | GRASS | 5.96% | $745.79K |
| 10 | TURBO | 5.82% | $735.97K |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4106ms.
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 | LYNUSDT | 31.07% | $5.16M |
| 2 | CUSDT | 25.61% | $322.95K |
| 3 | COLLECTUSDT | 19.31% | $173.60K |
| 4 | DEGOUSDT | 18.61% | $527.88K |
| 5 | PIXELUSDT | 18.53% | $813.09K |
| 6 | BANANAS31USDT | 17.17% | $1.18M |
| 7 | MYXUSDT | 16.05% | $127.91K |
| 8 | APRUSDT | 15.12% | $957.87K |
| 9 | 龙虾USDT | 14.27% | $357.78K |
| 10 | BTRUSDT | 13.85% | $121.17K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~3895ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 2.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | TRUMPUSDC | 8.12% | $35.46M |
| 2 | ZECUSDC | 4.53% | $13.70M |
| 3 | IPUSDC | 4.13% | $3.01M |
| 4 | FILUSDC | 3.59% | $4.81M |
| 5 | CRVUSDC | 3.47% | $4.92M |
| 6 | TIAUSDC | 3.24% | $1.51M |
| 7 | WIFUSDC | 3.23% | $2.38M |
| 8 | NEARUSDC | 3.03% | $3.03M |
| 9 | BIOUSDC | 2.95% | $652.58K |
| 10 | ENAUSDC | 2.93% | $3.76M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~5690ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.