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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
301 APPLE INC 191,900 23,878 0.06% Put
302 AMERICAN AIRLS GROUP INC 450,000 23,751 0.06% Put
303 INTERNATIONAL BUSINESS MACHS 147,700 23,706 0.06% Put
304 ISHARES TR 190,400 23,680 0.06% Put
305 APPLE INC 190,000 23,642 0.06% Put
306 QUALCOMM INC 340,000 23,576 0.06% Put
307 APPLE INC 189,300 23,555 0.06% Put
308 ISHARES TR 366,100 23,493 0.06% Call
309 ISHARES TR 584,400 23,452 0.06% Call
310 AUTODESK INC 399,800 23,444 0.06% Call
311 APPLE INC 187,500 23,331 0.06% Put
312 SELECT SECTOR SPDR TR 300,000 23,274 0.06% Put
313 DOLLAR GEN CORP NEW 308,400 23,247 0.05% Put
314 APPLE INC 186,100 23,156 0.05% Put
315 KEURIG GREEN MTN INC 206,496 23,072 0.05%
316 AMERICAN EXPRESS CO 293,717 22,945 0.05%
317 SPDR S&P 500 ETF TR 111,100 22,934 0.05% Put
318 SPDR S&P 500 ETF TR 111,100 22,934 0.05% Put
319 DELTA AIRLINES INC DEL 510,000 22,930 0.05% Put
320 JOHNSON & JOHNSON 227,800 22,917 0.05% Put
321 JOHNSON & JOHNSON 226,700 22,806 0.05% Put
322 SPDR GOLD TR 200,000 22,732 0.05% Put
323 SPDR GOLD TR 200,000 22,732 0.05% Call
324 ISHARES TR 511,800 22,724 0.05% Call
325 FACEBOOK INC 275,000 22,609 0.05% Put
326 ISHARES TR 350,000 22,460 0.05% Call
327 APPLE INC 180,000 22,397 0.05% Put
328 QUALCOMM INC 322,903 22,390 0.05%
329 AMAZON COM INC 60,000 22,326 0.05% Put
330 COCA COLA CO 550,000 22,303 0.05% Call
331 SELECT SECTOR SPDR TR 538,101 22,299 0.05%
332 WISDOMTREE TR 400,000 22,048 0.05% Put
333 MICROSOFT CORP 541,400 22,011 0.05% Put
334 ISHARES 20 YEAR TREASURY BOND ETF 167,800 21,930 0.05% Call
335 CISCO SYS INC 792,900 21,825 0.05% Put
336 UNION PAC CORP 200,000 21,662 0.05% Call
337 BROADCOM CORP CL A 500,000 21,648 0.05% Call
338 UNITED PARCEL SERVICE INC 223,300 21,647 0.05% Put
339 SPDR S&P 500 ETF TR 103,500 21,366 0.05% Call
340 SPDR S&P 500 ETF TR 103,000 21,262 0.05% Put
341 POWERSHARES ETF TRUST II 882,000 21,247 0.05% Put
342 SPDR S&P 500 ETF TR 102,900 21,242 0.05% Call
343 SPDR S&P 500 ETF TR 102,300 21,118 0.05% Put
344 SPDR S&P 500 ETF TR 102,300 21,118 0.05% Put
345 SPDR S&P 500 ETF TR 102,300 21,118 0.05% Call
346 AMGEN INC 131,900 21,084 0.05% Put
347 LAM RESEARCH CORP 300,000 21,071 0.05% Put
348 SPDR SERIES TRUST 407,600 21,057 0.05% Call
349 GOLDMAN SACHS GROUP INC 112,000 21,053 0.05% Put
350 PROSHARES TR 500,000 20,935 0.05% Call
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