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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 (2015Q1)
Original 13F HR (0001140361-15-020007) filed in 2015.05.15
#
Name
Shares
Value ($)
%
Options
Notes
23701 BROADCOM CORP CL A 1,443,000 62,475 0.15% Put
23702 DISNEY WALT CO 601,200 63,060 0.15% Put
23703 SPDR S&P 500 ETF TR 307,500 63,477 0.15% Put
23704 SPDR S&P 500 ETF TR 311,100 64,220 0.15% Put
23705 APPLE INC 528,700 65,786 0.16% Put
23706 ISHARES 2,101,200 65,915 0.16% Put
23707 APPLE INC 530,000 65,948 0.16% Put
23708 SPDR S&P 500 ETF TR 321,200 66,305 0.16% Put
23709 ISHARES TR 1,500,000 66,600 0.16% Put
23710 MORGAN STANLEY 1,902,400 67,897 0.16% Put
23711 SPDR S&P 500 ETF TR 329,700 68,060 0.16% Call
23712 POWERSHS DB US DOLLAR INDEX 2,778,325 71,959 0.17%
23713 VERIZON COMMUNICATIONS INC 1,500,000 72,945 0.17% Call
23714 ALIBABA GROUP HLDG LTD 881,400 73,368 0.17% Call
23715 ISHARES TR 1,840,500 73,859 0.17% Put
23716 ISHARES TR 595,200 74,025 0.18% Put
23717 SPDR S&P 500 ETF TR 360,000 74,315 0.18% Call
23718 SALIX PHARMACEUTICALS INC 431,200 74,516 0.18% Call
23719 APPLE INC 600,000 74,658 0.18% Put
23720 SPDR GOLD TR 662,500 75,300 0.18% Call
23721 SPDR S&P 500 ETF TR 374,200 77,246 0.18% Put
23722 ISHARES TR 1,250,000 80,213 0.19% Put
23723 ISHARES TR 1,250,000 80,213 0.19% Call
23724 ISHARES TR 2,000,000 80,260 0.19% Call
23725 JPMORGAN CHASE & CO 1,335,000 80,874 0.19% Call
23726 WELLS FARGO & CO NEW 1,506,500 81,954 0.19% Put
23727 AMAZON COM INC 220,555 82,069 0.19%
23728 ISHARES TR 2,050,000 82,267 0.19% Put
23729 SPDR S&P 500 ETF TR 402,300 83,047 0.20% Put
23730 SPDR S&P 500 ETF TR 409,000 84,430 0.20% Call
23731 WELLS FARGO & CO NEW 1,552,100 84,434 0.20% Put
23732 SPDR S&P 500 ETF TR 415,700 85,813 0.20% Put
23733 SPDR S&P 500 ETF TR 418,200 86,329 0.20% Put
23734 MICROSOFT CORP 2,154,800 87,603 0.21% Put
23735 SPDR S&P 500 ETF TR 424,500 87,630 0.21% Put
23736 SPDR S&P 500 ETF TR 426,200 87,980 0.21% Put
23737 GOLDMAN SACHS GROUP INC 468,300 88,026 0.21% Call
23738 ISHARES TR 2,000,000 88,800 0.21% Call
23739 APPLE INC 718,841 89,445 0.21%
23740 JPMORGAN CHASE & CO 1,479,900 89,652 0.21% Put
23741 SPDR S&P 500 ETF TR 434,900 89,776 0.21% Call
23742 DOLLAR GEN CORP NEW 1,250,000 94,225 0.22% Call
23743 ISHARES TR 2,375,800 95,341 0.23% Call
23744 SPDR S&P 500 ETF TR 463,300 95,639 0.23% Call
23745 SPDR GOLD TR 850,000 96,611 0.23% Call
23746 ISHARES 3,200,000 100,384 0.24% Call
23747 SPDR DOW JONES INDL AVRG ETF 579,100 102,837 0.24% Call
23748 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
23749 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
23750 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
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