Strategies/BTC Options Yield
BTC Options · Deribit · Live Since 2024

BTC Options Yield &
Accumulation Strategy

Systematic options writing generating 1–2% monthly BTC yield while accumulating long Bitcoin exposure over time.

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Strategy Type
Options Premium Extraction
Asset Class
BTC Options + Perpetual Futures
Exchange
Deribit
Live Since
2024
Denomination
BTC — deposit, withdraw & NAV in BTC
Structure
Non-custodial SMA

Strategy Description

A BTC-denominated accumulation vehicle that generates consistent premium income of 1–2% per month while building a long Bitcoin position through systematic options writing on Deribit.

Maintains full upside exposure to Bitcoin’s price. Yield is maintained through the controlled use of perpetual futures.

1
Volatility Arbitrage — Market pricing inefficiencies during periods of stress create significant yield extraction opportunities.
2
Implied Volatility Premium — Elevated IV of 50%+ creates continuous opportunity for options premium extraction.
3
Theta Decay — Time decay and mean reversion generate uncorrelated returns while mitigating protection costs.

Investment Terms

Minimum Investment10 BTC
Lock-up Period6 Months
WithdrawalT+1
DenominationBTC (deposit, withdraw & NAV in BTC)
ExchangesDeribit
CustodyInvestor-owned account (API)
Management Fee1.5% p.a.
Performance Fee
30%
carry above hurdle
full catch-up at 2.5%
6%
hurdle rate
perpetual HWM
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Monthly BTC Yield Extracted Loading…

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DISCLAIMER: For professional investors only. Past performance is not indicative of future results. BTC-denominated strategy: USD value affected by BTC/USD movements.