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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 (2015Q4)
Original 13F HR (0001140361-16-052806) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
601 UNITED STATES OIL FUND LP 1,343,600 14,780 0.03% Put
602 WELLS FARGO CO NEW 271,300 14,748 0.03% Put
603 CITIGROUP INC 284,400 14,718 0.03% Put
604 SINCLAIR BROADCAST GROUP INC 450,000 14,643 0.03% Call
605 SINCLAIR BROADCAST GROUP INC 450,000 14,643 0.03% Put
606 AT&T INC 425,500 14,641 0.03% Call
607 SPDR S&P 500 ETF TR 71,800 14,638 0.03% Put
608 CISCO SYS INC 538,000 14,609 0.03% Call
609 QIHOO 360 TECHNOLOGY CO LTD 200,000 14,562 0.03% Call
610 SPDR S&P 500 ETF TR 71,300 14,536 0.03% Put
611 NVIDIA CORPORATION 439,472 14,485 0.03%
612 MONSTER BEVERAGE CORP NEW 97,100 14,464 0.03% Call
613 CONOCOPHILLIPS 307,747 14,369 0.03%
614 WALGREENS BOOTS ALLIANCE INC 168,700 14,366 0.03% Call
615 iPath S&P 500 VIX Short-Term F 713,900 14,349 0.03% Put
616 MONSTER BEVERAGE CORP NEW 96,200 14,330 0.03% Call
617 APPLE INC 136,000 14,315 0.03% Put
618 MONSTER BEVERAGE CORP NEW 96,100 14,315 0.03% Call
619 SPDR S&P 500 ETF TR 70,200 14,312 0.03% Put
620 SPDR S&P 500 ETF TR 70,000 14,271 0.03% Call
621 XILINX INC 303,500 14,255 0.03% Put
622 SPDR S&P 500 ETF TR 69,900 14,251 0.03% Put
623 ISHARES 750,000 14,220 0.03% Call
624 MICRON TECHNOLOGY INC 1,002,900 14,201 0.03% Put
625 VALERO ENERGY CORP NEW 200,000 14,142 0.03% Call
626 GOLDMAN SACHS GROUP INC 78,400 14,130 0.03% Put
627 ISHARES TR 400,000 14,116 0.03% Put
628 COMCAST CORP NEW 250,000 14,108 0.03% Call
629 ISHARES TR 399,000 14,081 0.03% Call
630 PROCTER AND GAMBLE CO 176,300 14,000 0.03% Put
631 ALIBABA GROUP HLDG LTD 171,900 13,970 0.03% Call
632 AMERICAN EXPRESS CO 200,700 13,959 0.03% Call
633 APPLE INC 132,500 13,947 0.03% Put
634 CATERPILLAR INC 204,800 13,918 0.03% Put
635 WISDOMTREE TR 700,000 13,902 0.03% Put
636 CTRIP COM INTL LTD 300,000 13,899 0.03% Put
637 Alcoa 1,405,700 13,874 0.03% Put
638 CISCO SYS INC 507,700 13,787 0.03% Call
639 INTERNATIONAL BUSINESS MACHS 100,000 13,762 0.03% Put
640 MICROSOFT CORP 248,000 13,759 0.03% Call
641 ISHARES 664,000 13,732 0.03% Put
642 SIMON PPTY GROUP INC NEW 70,400 13,689 0.03% Call
643 ISHARES 659,800 13,645 0.03% Put
644 CITIGROUP INC 263,500 13,636 0.03% Call
645 BANK AMER CORP 809,500 13,624 0.03% Put
646 INTERNATIONAL BUSINESS MACHS 99,000 13,624 0.03% Put
647 DELTA AIRLINES INC DEL 268,200 13,595 0.03% Call
648 CISCO SYS INC 500,000 13,578 0.03% Put
649 REGENERON PHARMACEUTICALS 25,000 13,572 0.03% Put
650 AMERICAN EXPRESS CO 194,600 13,534 0.03% Put
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