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: 11
- Aster: scanned 60 top markets; matches RV≥4.0% & notional≥$5.00M: 5
- Binance: scanned 38 top markets; matches RV≥4.0% & notional≥$5.00M: 4
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): 2.49%.
- Markets meeting filters (RV ≥ 4.0% AND 24h notional ≥ $5.00M): 11.
- Top RV market: GAS (10.15%), 24h notional $1.27M.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | GAS | 10.15% | $1.27M |
| 2 | VVV | 9.44% | $6.71M |
| 3 | TAO | 9.43% | $121.13M |
| 4 | FET | 9.26% | $6.97M |
| 5 | JTO | 8.58% | $4.92M |
| 6 | STABLE | 8.47% | $1.12M |
| 7 | FTT | 8.15% | $1.58M |
| 8 | APT | 7.43% | $5.80M |
| 9 | FARTCOIN | 7.19% | $15.17M |
| 10 | ZEC | 6.14% | $45.87M |
Notes
- Screener dashboard: https://bot.kotas.dev/analysis/volatility/hyperliquid/
- API:
POST https://api.hyperliquid.xyz/info(metaAndAssetCtxs,candleSnapshot). - Generated in ~4591ms.
Aster (perps)
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 60 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 5.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | BRUSDT | 38.69% | $842.54K |
| 2 | SIRENUSDT | 36.79% | $11.39M |
| 3 | JCTUSDT | 28.21% | $829.55K |
| 4 | LIGHTUSDT | 25.24% | $807.81K |
| 5 | RIVERUSDT | 22.34% | $4.35M |
| 6 | BLUAIUSDT | 21.67% | $436.07K |
| 7 | BEATUSDT | 19.73% | $413.88K |
| 8 | ARIAUSDT | 18.45% | $963.09K |
| 9 | GWEIUSDT | 18.38% | $600.36K |
| 10 | CUSDT | 17.51% | $448.43K |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/aster/
- API: https://fapi.asterdex.com
- Generated in ~4951ms.
Binance USDⓈ-M Futures
- Window: 24h
- Interval: 5m
- Vol: realized vol %
Scanned 38 markets; matches RV ≥ 4.0% & notional ≥ $5.00M: 4.
Top 10 markets by realized vol
| Rank | Market | RV% (24h, 5m) | 24h Notional |
|---|---|---|---|
| 1 | KAITOUSDC | 6.23% | $2.61M |
| 2 | ZECUSDC | 6.01% | $31.49M |
| 3 | NEOUSDC | 5.38% | $3.18M |
| 4 | WIFUSDC | 4.92% | $3.24M |
| 5 | ENAUSDC | 4.89% | $8.65M |
| 6 | WLFIUSDC | 4.79% | $4.56M |
| 7 | ETHFIUSDC | 4.56% | $1.59M |
| 8 | FILUSDC | 4.47% | $5.86M |
| 9 | CRVUSDC | 4.47% | $5.21M |
| 10 | PENGUUSDC | 4.20% | $2.45M |
Notes
- Screener: https://bot.kotas.dev/analysis/volatility/binance/
- API: https://fapi.binance.com
- Generated in ~2550ms.
Bitfinex (planned)
- Coming soon: funding/fees-aware execution considerations.
Cross-venue metrics (planned)
- Dispersion, basis spreads, venue-to-venue lead/lag, volatility-of-vol.