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Question specifically asks about trading volume thus liquidity but also implicitly limit orders since that it the only way to manage trades for illiquid securities.
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How to sell option with no volume

If there is no volume on options you want to buy/sell, should you do any transactions with those options?

Here is my scenario:

I recently bought two puts of an industry ETF. A few days later it was showing an unrealized gain but all strike prices for January (my expiration month) showed zero volume. I thought this meant there would be no one to buy the options I was ready to sell.

I can see option prices and volume change in real time with my platform. I went ahead and put in my sell limit for both options. Surprisingly, it executed immediately and I saw the volume for that strike go from zero to 2.

Does that mean there will always be buyers/sellers even if volume shows zero? Or can you get stuck holding your options until expiration (at which point they expire worthless) because there are no buyers?