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: 12
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 2
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 10
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): 2.51%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 12.
- Top RV market: REZ (20.39%), 24h notional $2.36M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | REZ | 20.39% | $2.36M |
| 2 | NEO | 10.77% | $1.96M |
| 3 | EIGEN | 9.26% | $2.23M |
| 4 | CFX | 9.08% | $1.31M |
| 5 | FET | 8.79% | $5.73M |
| 6 | TAO | 8.29% | $52.35M |
| 7 | INIT | 7.84% | $985.06K |
| 8 | TRUMP | 7.83% | $29.66M |
| 9 | S | 7.74% | $966.46K |
| 10 | BERA | 7.31% | $2.11M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4529ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 2.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | LYNUSDT | 29.58% | $12.68M |
| 2 | APRUSDT | 28.31% | $1.93M |
| 3 | CUSDT | 20.97% | $407.87K |
| 4 | SHELLUSDT | 20.12% | $253.02K |
| 5 | MYXUSDT | 19.21% | $338.86K |
| 6 | 龙虾USDT | 14.68% | $296.41K |
| 7 | PTBUSDT | 14.46% | $313.72K |
| 8 | BEATUSDT | 13.96% | $533.13K |
| 9 | SIRENUSDT | 13.63% | $984.48K |
| 10 | DEGOUSDT | 11.74% | $238.05K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~5147ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 10.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | NEOUSDC | 10.58% | $15.43M |
| 2 | TRUMPUSDC | 7.75% | $23.20M |
| 3 | ZECUSDC | 6.63% | $30.23M |
| 4 | 1000BONKUSDC | 4.75% | $3.58M |
| 5 | NEARUSDC | 4.42% | $5.90M |
| 6 | PENGUUSDC | 4.41% | $2.12M |
| 7 | CRVUSDC | 4.39% | $9.13M |
| 8 | ADAUSDC | 4.37% | $11.95M |
| 9 | BOMEUSDC | 4.36% | $1.20M |
| 10 | 1000PEPEUSDC | 4.35% | $14.17M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~4644ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.