BTC Options Yield & Accumulation Strategy

Strategy Description

The BTC Options Yield & Accumulation Strategy is a systematic options programme on Bitcoin that generates consistent premium income of 1–2% per month while building a long Bitcoin position over time.

The strategy writes structured options against a Bitcoin position, capturing time decay (theta) and volatility premium. Delta management ensures controlled directional exposure, targeting 1.5× long BTC as the portfolio accumulates.

Particularly suited to investors seeking Bitcoin exposure with a systematic income layer — earning yield while waiting for BTC appreciation.

• Systematic options writing on Deribit — the deepest crypto options venue
• 1–2% monthly premium income regardless of BTC spot direction
• Max drawdown contained to ~5% through disciplined strike management
• 1.5× BTC exposure target — long convexity to large BTC moves
• YTD 2025 performance: 41.7% with steady monthly compounding

Investment Terms