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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
351 MONSANTO CO NEW 250,800 24,709 0.05% Put
352 ISHARES TR 700,000 24,703 0.05% Call
353 ISHARES TR 763,600 24,580 0.05% Put
354 GOLDMAN SACHS GROUP INC 135,800 24,475 0.05% Put
355 SPDR S&P 500 ETF TR 119,900 24,444 0.05% Call
356 JPMORGAN CHASE & CO 367,900 24,292 0.05% Put
357 ISHARES TR 215,000 24,213 0.05% Put
358 ISHARES TR 300,000 24,174 0.05% Put
359 MONSANTO CO NEW 245,000 24,137 0.05% Call
360 iPath S&P 500 VIX Short-Term F 1,200,000 24,120 0.05% Call
361 LAM RESEARCH CORP 303,300 24,088 0.05% Put
362 GILEAD SCIENCES INC 237,900 24,073 0.05% Put
363 BED BATH & BEYOND INC 498,807 24,067 0.05%
364 GOLDMAN SACHS GROUP INC 133,500 24,061 0.05% Put
365 GENERAL MTRS CO 705,000 23,977 0.05% Put
366 ALPHABET INC 30,797 23,960 0.05%
367 WORKDAY INC 300,000 23,904 0.05% Call
368 ISHARES TR 212,000 23,875 0.05% Call
369 ISHARES 1,150,000 23,782 0.05% Put
370 PNC FINL SVCS GROUP INC 248,900 23,723 0.05% Put
371 BAIDU INC 125,000 23,630 0.05% Put
372 TWITTER INC 1,017,122 23,536 0.05%
373 MICROSOFT CORP 423,500 23,496 0.05% Call
374 APPLE INC 223,000 23,473 0.05% Call
375 RSX - Market Vectors Russia ETF 1,600,000 23,440 0.05% Put
376 ISHARES 1,126,200 23,290 0.05% Put
377 SPDR S&P 500 ETF TR 112,500 22,935 0.05% Call
378 VALEANT PHARMACEUTICALS INTL 225,600 22,932 0.05% Put
379 SALESFORCE COM INC 291,700 22,869 0.05% Call
380 KING DIGITAL ENTMT PLC 1,271,800 22,740 0.05% Call
381 JPMORGAN CHASE & CO 343,532 22,683 0.05%
382 SPDR S&P 500 ETF TR 111,000 22,630 0.05% Call
383 APPLE INC 214,600 22,589 0.05% Put
384 UNITED PARCEL SERVICE INC 234,356 22,552 0.05%
385 ISHARES TR 200,000 22,524 0.05% Put
386 ISHARES TR 200,000 22,524 0.05% Put
387 ISHARES TR 200,000 22,524 0.05% Put
388 ISHARES TR 200,000 22,524 0.05% Call
389 ISHARES TR 200,000 22,524 0.05% Call
390 ISHARES TR 200,000 22,524 0.05% Call
391 ISHARES TR 200,000 22,524 0.05% Call
392 GOLDMAN SACHS GROUP INC 124,400 22,421 0.05% Put
393 PEPSICO INC 222,900 22,272 0.05% Call
394 AT&T INC 647,100 22,267 0.05% Put
395 BAXALTA INC COM 570,000 22,247 0.05% Call
396 JPMORGAN CHASE & CO 336,900 22,246 0.05% Put
397 ISHARES TR 197,500 22,242 0.05% Call
398 SPDR S&P 500 ETF TR 109,000 22,222 0.05% Call
399 APPLE INC 211,000 22,210 0.05% Put
400 METLIFE INC 458,600 22,109 0.04% Put
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