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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
251 POWERSHARES QQQ TRUST 310,000 34,677 0.07% Call
252 ELECTRONIC ARTS INC 500,000 34,360 0.07% Call
253 ISHARES TR 583,000 34,234 0.07% Put
254 CATERPILLAR INC 500,079 33,985 0.07%
255 MICROSOFT CORP 609,900 33,837 0.07% Call
256 ISHARES TR 300,000 33,786 0.07% Put
257 FACEBOOK INC 321,000 33,596 0.07% Put
258 POWERSHARES QQQ TRUST 300,000 33,558 0.07% Call
259 BANK AMER CORP 1,979,400 33,313 0.07% Call
260 DISNEY WALT CO 315,600 33,163 0.07% Put
261 ISHARES 1,600,000 33,088 0.07% Call
262 ISHARES TR 1,019,500 32,818 0.07% Put
263 AMERICAN AIRLS GROUP INC 770,000 32,610 0.07% Put
264 ALIBABA GROUP HLDG LTD 400,400 32,541 0.07% Call
265 SPDR S&P 500 ETF TR 159,300 32,476 0.07% Put
266 GOLDMAN SACHS GROUP INC 179,800 32,405 0.07% Put
267 ISHARES 650,000 32,390 0.07% Call
268 SPDR SERIES TRUST 1,070,000 32,335 0.07% Call
269 ISHARES TR 1,000,000 32,190 0.07% Put
270 ISHARES TR 285,000 32,097 0.07% Put
271 PROCTER AND GAMBLE CO 403,600 32,050 0.07% Put
272 WELLS FARGO CO NEW 588,900 32,013 0.07% Call
273 ISHARES TR 900,000 31,761 0.06% Put
274 CITIGROUP INC 613,100 31,728 0.06% Put
275 SPDR S&P 500 ETF TR 155,400 31,681 0.06% Put
276 CITIGROUP INC 610,500 31,593 0.06% Put
277 APPLE INC 300,100 31,589 0.06% Call
278 AMERICAN INTL GROUP INC 507,750 31,465 0.06%
279 MICROSOFT CORP 566,500 31,429 0.06% Put
280 ISHARES TR 975,000 31,385 0.06% Put
281 SELECT SECTOR SPDR TR 520,121 31,374 0.06%
282 SPDR S&P 500 ETF TR 153,400 31,274 0.06% Put
283 ISHARES TR 275,000 30,971 0.06% Put
284 SPDR S&P 500 ETF TR 151,100 30,805 0.06% Put
285 WELLS FARGO CO NEW 565,400 30,735 0.06% Put
286 ISHARES TR 271,800 30,610 0.06% Put
287 SPDR S&P 500 ETF TR 150,000 30,581 0.06% Put
288 SPDR S&P 500 ETF TR 150,000 30,581 0.06% Call
289 ISHARES 1,610,732 30,539 0.06%
290 SPDR S&P 500 ETF TR 149,400 30,458 0.06% Put
291 SPDR S&P 500 ETF TR 147,200 30,010 0.06% Put
292 HOME DEPOT INC 226,400 29,941 0.06% Call
293 FORD MTR CO DEL 2,120,332 29,875 0.06%
294 MONSANTO CO NEW 302,300 29,783 0.06% Call
295 PROCTER AND GAMBLE CO 373,700 29,676 0.06% Put
296 SPDR SERIES TRUST 977,200 29,531 0.06% Put
297 SYMANTEC CORP 1,400,600 29,413 0.06% Put
298 ISHARES TR 500,000 29,360 0.06% Call
299 SYMANTEC CORP 1,393,600 29,266 0.06% Call
300 APPLE INC 275,600 29,010 0.06% Put
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