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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 (2016Q1)
Original 13F HR (0001140361-16-065409) filed in 2016.05.16
#
Name
Shares
Value ($)
%
Options
Notes
15901 ISHARES TR 409,500 33,452 0.07% Put
15902 GENERAL MTRS CO 409,600 12,874 0.03% Call
15903 CF INDS HLDGS INC 409,800 12,843 0.03% Put
15904 PROSHARES TR II 412,500 3,675 0.01% Put
15905 ISHARES 415,000 10,915 0.02% Call
15906 SPDR S&P 500 ETF TR 420,000 86,318 0.19% Call
15907 DELTA AIRLINES INC DEL 420,321 20,461 0.04%
15908 ISHARES TR 421,000 46,575 0.10% Put
15909 APPLE INC 421,300 45,917 0.10% Call
15910 PLAINS ALL AMERN PIPELINE L 421,900 8,847 0.02% Call
15911 UNITED RENTALS INC 422,500 26,275 0.06% Put
15912 UNITED RENTALS INC 422,500 26,275 0.06% Put
15913 JPMORGAN CHASE & CO 424,100 11,489 0.03% Call
15914 ISHARES TR 425,000 47,018 0.10% Call
15915 SPDR SERIES TRUST 425,000 12,899 0.03% Put
15916 SPDR S&P 500 ETF TR 425,000 87,346 0.19% Call
15917 ALIBABA GROUP HLDG LTD 427,900 33,817 0.07% Put
15918 SUMITOMO MITSUI FINL GROUP I 427,921 2,572 0.01%
15919 APPLE INC 429,700 46,833 0.10% Call
15920 UNITED STATES NATL GAS FUND 430,000 2,864 0.01% Put
15921 ISHARES TR 430,000 14,728 0.03% Call
15922 SPDR S&P 500 ETF TR 433,000 88,990 0.20% Put
15923 BARRICK GOLD CORP 435,000 5,907 0.01% Call
15924 BANK AMER CORP 435,700 5,891 0.01% Call
15925 ISHARES TR 437,500 35,739 0.08% Call
15926 ISHARES 440,000 11,572 0.03% Put
15927 AVON PRODS INC 443,027 2,131 0.00%
15928 SPDR S&P 500 ETF TR 444,800 91,415 0.20% Put
15929 APPLE INC 447,500 48,773 0.11% Put
15930 HP INC 449,035 5,532 0.01%
15931 POWERSHARES QQQ TRUST 449,266 49,060 0.11%
15932 TWITTER INC 450,000 7,448 0.02% Call
15933 iPath S&P 500 VIX Short-Term F 450,000 7,929 0.02% Call
15934 HECLA MNG CO 450,000 1,251 0.00% Call
15935 WISDOMTREE TR 450,000 8,780 0.02% Put
15936 ISHARES TR 450,000 15,413 0.03% Call
15937 YAHOO INC 450,000 16,565 0.04% Call
15938 ISHARES TR 450,000 25,722 0.06% Put
15939 POWERSHARES QQQ TRUST 450,000 49,140 0.11% Call
15940 ISHARES TR 450,000 49,784 0.11% Put
15941 INFOSYS LTD 450,000 8,559 0.02% Put
15942 UNITED STATES STL CORP NEW 450,000 7,223 0.02% Put
15943 SANDSTORM GOLD LTD 453,825 1,493 0.00%
15944 ISHARES TR 459,500 37,537 0.08% Put
15945 SPDR SER TR 459,739 17,305 0.04%
15946 ISHARES TR 460,900 50,989 0.11% Put
15947 BANK NEW YORK MELLON CORP 470,000 17,310 0.04% Call
15948 BANK NEW YORK MELLON CORP 470,000 17,310 0.04% Call
15949 SPDR S&P 500 ETF TR 470,200 96,636 0.21% Put
15950 iPath S&P 500 VIX Short-Term F 473,600 8,345 0.02% Put
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