The simulation of performance based on last year's data suggests you would expect to be up about 50% compared to simple spot BTC buying, filling your intended position over one one-year period.

The price fluctuation of the underlying equity, BTC, does not impact the profitability of the put-writing VWAP buying strategy. Backtesting estimate of the projected minimum weekly option premiums is 1.5%.

Option liquidity on CME stands at $6.22 billion USD. One is unlikely to hit the liquidity ceiling.

The Bottom Line