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Institutional Investment Manager
Parallax Volatility Advisers, L.P.
Parallax Volatility Advisers, L.P. (CIK: 0001521001) incorporated in California, located at 101 Montgomery Street, San Francisco, CA. Institutional holdings reported to the SEC.
Institutional Holdings (2014Q4)
Original 13F HR (0001140361-15-006957) filed in 2015.02.17
#
Name
Shares
Value ($)
%
Options
Notes
101 SPDR S&P 500 ETF TR 204,000 41,930 0.12% Call
102 ISHARES TR 1,000,000 41,620 0.12% Put
103 SPDR S&P 500 ETF TR 200,000 41,108 0.12% Call
104 Monster Beverage Corpo 379,400 41,108 0.12% Call
105 SPDR S&P 500 ETF TR 199,400 40,985 0.12% Call
106 APPLE INC 369,600 40,796 0.12% Put
107 JPMORGAN CHASE & CO 651,200 40,752 0.12% Call
108 CITIGROUPINC 749,900 40,577 0.12% Put
109 YAHOO INC 800,700 40,443 0.12% Call
110 SPDR S&P 500 ETF TR 196,000 40,286 0.12% Put
111 ISHARES TR 961,800 40,030 0.12% Put
112 SELECT SECTOR SPDR TR 503,900 39,889 0.12% Put
113 SPDR S&P 500 ETF TR 192,400 39,546 0.12% Call
114 ISHARES TR 1,000,000 39,290 0.11% Call
115 CORNING INC 1,694,463 38,854 0.11%
116 STARBUCKS CORP 472,900 38,801 0.11% Put
117 AMERICAN AIRLS GROUP INC 719,667 38,596 0.11%
118 CITIGROUPINC 708,400 38,332 0.11% Put
119 EXXON MOBIL CORP 414,300 38,302 0.11% Put
120 AMAZON COM INC 123,196 38,234 0.11%
121 MICROSOFT CORP 818,342 38,012 0.11%
122 ISHARES TR 955,700 37,549 0.11% Put
123 TARGET CORP 491,300 37,295 0.11% Call
124 MICHAEL KORS HLDGS LTD 495,800 37,235 0.11% Put
125 QUALCOMM INC 500,000 37,165 0.11% Call
126 QUALCOMM INC 500,000 37,165 0.11% Put
127 QUALCOMM INC 500,000 37,165 0.11% Call
128 PROSHARES TR 800,000 37,112 0.11% Call
129 ISHARES 1,014,000 37,082 0.11% Put
130 ISHARES TR 309,000 36,963 0.11% Call
131 GILEAD SCIENCES INC 390,544 36,813 0.11%
132 SELECT SECTOR SPDR TR 463,450 36,687 0.11%
133 TD AMERITRADE HLDG CORP 1,022,500 36,585 0.11% Put
134 ISHARES TR 600,000 36,504 0.11% Call
135 Hewlett Packard Co 900,100 36,121 0.11% Put
136 TARGET CORP 474,900 36,050 0.11% Call
137 PRICELINE GRP INC 31,256 35,638 0.10%
138 EXXON MOBIL CORP 378,800 35,020 0.10% Call
139 SPDR S&P 500 ETF TR 169,800 34,901 0.10% Call
140 GOOGLE INC 66,300 34,900 0.10% Put
141 STARBUCKS CORP 421,400 34,576 0.10% Call
142 JPMORGAN CHASE & CO 552,500 34,575 0.10% Call
143 ISHARES TR 878,800 34,528 0.10% Call
144 SPDR SERIES TRUST 357,500 34,324 0.10% Call
145 MORGAN STANLEY 884,500 34,319 0.10% Call
146 DANAHER CORP DEL 398,200 34,130 0.10% Put
147 SPDR SERIES TRUST 987,800 33,704 0.10% Call
148 DISNEY WALT CO 357,300 33,654 0.10% Put
149 MICRON TECHNOLOGY INC 960,900 33,641 0.10% Call
150 ISHARES TR 281,100 33,625 0.10% Put
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