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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
19751 SPDR S&P 500 ETF TR 610,000 124,361 0.25% Put
19752 SPDR S&P 500 ETF TR 613,100 124,993 0.25% Put
19753 FACEBOOK INC 1,197,500 125,330 0.25% Call
19754 SPDR S&P 500 ETF TR 620,000 126,399 0.26% Put
19755 SPDR S&P 500 ETF TR 627,900 128,010 0.26% Call
19756 SPDR S&P 500 ETF TR 631,500 128,744 0.26% Put
19757 ISHARES TR 1,160,000 130,639 0.27% Put
19758 SPDR S&P 500 ETF TR 680,600 138,754 0.28% Put
19759 SPDR S&P 500 ETF TR 682,600 139,162 0.28% Put
19760 SPDR S&P 500 ETF TR 699,700 142,648 0.29% Put
19761 SPDR S&P 500 ETF TR 702,100 143,137 0.29% Put
19762 SPDR S&P 500 ETF TR 710,200 144,788 0.29% Put
19763 SPDR S&P 500 ETF TR 712,500 145,257 0.30% Put
19764 SPDR GOLD TR 1,487,500 150,922 0.31% Call
19765 ISHARES TR 1,361,100 153,287 0.31% Put
19766 ISHARES TR 1,370,600 154,357 0.31% Call
19767 SPDR S&P 500 ETF TR 763,600 155,675 0.32% Put
19768 POWERSHARES QQQ TRUST 1,400,000 156,604 0.32% Put
19769 SPDR S&P 500 ETF TR 807,300 164,584 0.33% Put
19770 SPDR S&P 500 ETF TR 811,700 165,481 0.34% Put
19771 SPDR S&P 500 ETF TR 816,000 166,358 0.34% Put
19772 ISHARES TR 1,491,100 167,928 0.34% Call
19773 ISHARES TR 1,550,000 174,561 0.35% Put
19774 ISHARES TR 1,690,200 190,350 0.39% Put
19775 ISHARES TR 1,700,000 191,454 0.39% Put
19776 SPDR S&P 500 ETF TR 961,800 196,082 0.40% Put
19777 SPDR S&P 500 ETF TR 987,100 201,240 0.41% Call
19778 SPDR S&P 500 ETF TR 987,100 201,240 0.41% Put
19779 SPDR S&P 500 ETF TR 988,100 201,444 0.41% Put
19780 SPDR S&P 500 ETF TR 1,045,000 213,044 0.43% Call
19781 SPDR S&P 500 ETF TR 1,055,500 215,185 0.44% Put
19782 ISHARES TR 2,000,000 225,240 0.46% Put
19783 SPDR S&P 500 ETF TR 1,289,900 262,972 0.53% Put
19784 SPDR S&P 500 ETF TR 1,312,300 267,539 0.54% Put
19785 SPDR S&P 500 ETF TR 1,348,000 274,817 0.56% Call
19786 ISHARES TR 4,814,000 282,678 0.57% Put
19787 SPDR S&P 500 ETF TR 1,400,000 285,418 0.58% Put
19788 SPDR S&P 500 ETF TR 1,732,300 353,164 0.72% Put
19789 SPDR S&P 500 ETF TR 1,752,000 357,180 0.73% Put
19790 SPDR S&P 500 ETF TR 2,163,500 441,073 0.90% Call
19791 ISHARES TR 4,060,000 457,237 0.93% Put
19792 SPDR S&P 500 ETF TR 2,878,900 586,921 1.19% Put
19793 SPDR S&P 500 ETF TR 3,078,700 627,655 1.28% Call
19794 SPDR S&P 500 ETF TR 3,124,100 636,910 1.29% Call
19795 SPDR S&P 500 ETF TR 5,189,300 1,057,943 2.15% Call
19796 SPDR S&P 500 ETF TR 10,000,000 2,038,700 4.14% Call
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