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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
301 ISHARES 580,000 28,901 0.06% Put
302 AT&T INC 836,900 28,798 0.06% Call
303 UNITED TECHNOLOGIES CORP 297,900 28,619 0.06% Call
304 ISHARES TR 885,600 28,507 0.06% Call
305 BANK AMER CORP 1,683,000 28,325 0.06% Put
306 VERIZON COMMUNICATIONS INC 611,000 28,240 0.06% Put
307 COMCAST CORP NEW 500,000 28,215 0.06% Call
308 YAHOO INC 845,100 28,108 0.06% Put
309 CITIGROUP INC 540,900 27,992 0.06% Put
310 POWERSHARES QQQ TRUST 250,000 27,965 0.06% Put
311 POWERSHARES QQQ TRUST 250,000 27,965 0.06% Put
312 OWENS CORNING NEW 594,200 27,945 0.06% Call
313 AT&T INC 809,900 27,869 0.06% Call
314 CHIPOTLE MEXICAN GRILL INC 57,961 27,813 0.06%
315 MONSANTO CO NEW 280,900 27,674 0.06% Call
316 WELLS FARGO CO NEW 507,800 27,604 0.06% Put
317 ISHARES TR 245,000 27,592 0.06% Call
318 SPDR S&P 500 ETF TR 134,800 27,482 0.06% Put
319 ISHARES 1,328,495 27,473 0.06%
320 ISHARES TR 340,000 27,397 0.06% Call
321 EXPRESS SCRIPTS HLDG CO 310,500 27,141 0.06% Put
322 ORACLE CORP 741,500 27,087 0.06% Call
323 SELECT SECTOR SPDR TR 628,237 26,907 0.05%
324 AMERICAN AIRLS GROUP INC 634,391 26,866 0.05%
325 SPDR S&P 500 ETF TR 131,600 26,829 0.05% Put
326 SPDR S&P 500 ETF TR 131,200 26,748 0.05% Put
327 INTEL CORP 775,800 26,726 0.05% Call
328 PROCTER AND GAMBLE CO 335,100 26,610 0.05% Call
329 MORGAN STANLEY 836,500 26,609 0.05% Put
330 CITIGROUP INC 511,200 26,455 0.05% Call
331 JPMORGAN CHASE & CO 400,100 26,419 0.05% Put
332 ISHARES 7-10 YEAR TREASURY BOND ETF 250,000 26,398 0.05% Put
333 GOLDMAN SACHS GROUP INC 146,100 26,332 0.05% Put
334 MICROSOFT CORP 472,100 26,192 0.05% Call
335 ISHARES TR 230,000 25,903 0.05% Call
336 STARBUCKS CORP 430,899 25,867 0.05%
337 DELTA AIRLINES INC DEL 510,000 25,852 0.05% Put
338 METLIFE INC 534,900 25,788 0.05% Call
339 SELECT SECTOR SPDR TR 595,000 25,752 0.05% Put
340 ISHARES TR 728,600 25,712 0.05% Put
341 YAHOO INC 770,000 25,610 0.05% Call
342 ALIBABA GROUP HLDG LTD 315,000 25,600 0.05% Put
343 ISHARES TR 317,625 25,594 0.05%
344 ISHARES TR 317,500 25,584 0.05% Put
345 SPDR GOLD TR 250,000 25,365 0.05% Call
346 WAL-MART STORES INC 413,541 25,350 0.05%
347 AT&T INC 732,900 25,219 0.05% Put
348 SPDR GOLD TR 247,800 25,142 0.05% Put
349 SPDR S&P 500 ETF TR 122,300 24,933 0.05% Call
350 WISDOMTREE TR 495,000 24,790 0.05% Put
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