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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 (2015Q3)
Original 13F HR (0001140361-15-041438) filed in 2015.11.16
#
Name
Shares
Value ($)
%
Options
Notes
51 ISHARES TR 3,000,000 98,340 0.22% Call
52 SPDR S&P 500 ETF TR 507,600 97,271 0.22% Put
53 SPDR S&P 500 ETF TR 506,500 97,061 0.22% Call
54 SPDR S&P 500 ETF TR 500,500 95,911 0.21% Put
55 SPDR S&P 500 ETF TR 500,000 95,815 0.21% Put
56 SPDR S&P 500 ETF TR 500,000 95,815 0.21% Call
57 SPDR S&P 500 ETF TR 500,000 95,815 0.21% Call
58 SPDR S&P 500 ETF TR 500,000 95,815 0.21% Call
59 SPDR S&P 500 ETF TR 499,500 95,719 0.21% Put
60 MICROSOFT CORP 2,152,600 95,274 0.21% Put
61 SPDR S&P 500 ETF TR 495,100 94,876 0.21% Put
62 ISHARES TR 1,650,000 94,578 0.21% Put
63 ISHARES TR 850,000 92,820 0.21% Call
64 ISHARES TR 850,000 92,820 0.21% Put
65 SPDR GOLD TR 855,500 91,419 0.20% Call
66 SPDR S&P 500 ETF TR 476,600 91,331 0.20% Call
67 ISHARES TR 825,000 90,090 0.20% Put
68 WISDOMTREE TR 1,800,000 87,588 0.20% Call
69 MORGAN STANLEY 2,765,400 87,110 0.19% Put
70 ISHARES TR 2,433,997 86,334 0.19%
71 ISHARES TR 2,400,000 85,128 0.19% Put
72 ISHARES 3,830,000 84,069 0.19% Call
73 ISHARES TR 2,500,000 81,950 0.18% Put
74 ISHARES TR 750,000 81,900 0.18% Call
75 POWERSHARES QQQ TRUST 792,600 80,655 0.18% Put
76 WISDOMTREE TR 1,629,715 79,302 0.18%
77 AMERICAN EXPRESS CO 1,068,800 79,230 0.18% Put
78 ISHARES TR 710,500 77,587 0.17% Call
79 SPDR S&P 500 ETF TR 400,000 76,652 0.17% Put
80 SPDR S&P 500 ETF TR 400,000 76,652 0.17% Call
81 ISHARES TR 700,000 76,440 0.17% Put
82 SPDR S&P 500 ETF TR 390,100 74,755 0.17% Put
83 ISHARES TR 1,250,000 71,650 0.16% Put
84 SPDR GOLD TR 670,200 71,618 0.16% Call
85 ISHARES TR 652,300 71,231 0.16% Put
86 ISHARES TR 649,900 70,969 0.16% Call
87 SPDR GOLD TR 660,000 70,528 0.16% Call
88 QUALCOMM INC 1,301,700 69,940 0.16% Call
89 SPDR S&P 500 ETF TR 363,400 69,638 0.16% Put
90 ISHARES TR 1,210,000 69,357 0.15% Put
91 SPDR S&P 500 ETF TR 360,500 69,083 0.15% Put
92 JPMORGAN CHASE & CO 1,117,700 68,146 0.15% Put
93 Ishares - Japan 5,898,200 67,416 0.15% Call
94 JPMORGAN CHASE & CO 1,103,600 67,286 0.15% Call
95 ISHARES TR 2,050,000 67,199 0.15% Put
96 FACEBOOK INC 747,100 67,164 0.15% Call
97 POWERSHARES QQQ TRUST 650,000 66,144 0.15% Put
98 FACEBOOK INC 727,600 65,411 0.15% Put
99 ISHARES TR 594,100 64,876 0.14% Call
100 SPDR S&P 500 ETF TR 334,000 64,004 0.14% Put
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