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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
16101 MICROSOFT CORP 759,400 41,942 0.09% Call
16102 SELECT SECTOR SPDR TR 757,000 41,991 0.09% Call
16103 ISHARES 1,600,000 42,080 0.09% Call
16104 ISHARES TR 1,250,000 42,813 0.09% Call
16105 JD COM INC 1,640,100 43,463 0.10% Call
16106 FACEBOOK INC 381,500 43,529 0.10% Call
16107 MORGAN STANLEY 1,751,873 43,814 0.10%
16108 ISHARES TR 400,000 44,252 0.10% Call
16109 ISHARES TR 1,300,000 44,525 0.10% Put
16110 ISHARES TR 407,500 45,082 0.10% Put
16111 FACEBOOK INC 398,500 45,469 0.10% Put
16112 UNITED STATES OIL FUND LP 4,700,000 45,590 0.10% Put
16113 ISHARES TR 800,000 45,728 0.10% Put
16114 ISHARES TR 800,000 45,728 0.10% Call
16115 APPLE INC 421,300 45,917 0.10% Call
16116 ISHARES TR 421,000 46,575 0.10% Put
16117 APPLE INC 429,700 46,833 0.10% Call
16118 ISHARES TR 425,000 47,018 0.10% Call
16119 SPDR GOLD TR 400,000 47,056 0.10% Call
16120 SPDR GOLD TR 400,000 47,056 0.10% Call
16121 SPDR S&P 500 ETF TR 230,000 47,270 0.10% Put
16122 SPDR S&P 500 ETF TR 232,400 47,763 0.10% Call
16123 SPDR S&P 500 ETF TR 236,900 48,688 0.11% Call
16124 APPLE INC 447,500 48,773 0.11% Put
16125 POWERSHARES QQQ TRUST 449,266 49,060 0.11%
16126 POWERSHARES QQQ TRUST 450,000 49,140 0.11% Call
16127 SPDR S&P 500 ETF TR 240,000 49,325 0.11% Call
16128 SPDR S&P 500 ETF TR 240,405 49,408 0.11%
16129 ISHARES TR 450,000 49,784 0.11% Put
16130 DISNEY WALT CO 502,900 49,943 0.11% Put
16131 UNITED TECHNOLOGIES CORP 500,000 50,050 0.11% Put
16132 UNITED TECHNOLOGIES CORP 500,000 50,050 0.11% Call
16133 SPDR S&P 500 ETF TR 247,700 50,907 0.11% Put
16134 ISHARES TR 460,900 50,989 0.11% Put
16135 ISHARES TR 1,500,000 51,375 0.11% Call
16136 SPDR S&P 500 ETF TR 250,000 51,380 0.11% Put
16137 SPDR S&P 500 ETF TR 250,000 51,380 0.11% Put
16138 SPDR S&P 500 ETF TR 252,300 51,853 0.11% Call
16139 UNITED TECHNOLOGIES CORP 521,500 52,202 0.11% Call
16140 SPDR S&P 500 ETF TR 255,400 52,490 0.12% Call
16141 CENTRAL FD CDA LTD 4,385,701 52,585 0.12%
16142 ISHARES 1,000,000 52,820 0.12% Call
16143 BANK AMER CORP 3,913,200 52,906 0.12% Put
16144 US BANCORP DEL 1,328,100 53,908 0.12% Put
16145 JOHNSON & JOHNSON 500,000 54,100 0.12% Put
16146 ISHARES TR 490,900 54,308 0.12% Put
16147 MICROSOFT CORP 992,000 54,788 0.12% Call
16148 POWERSHARES QQQ TRUST 501,900 54,807 0.12% Put
16149 APPLE INC 505,000 55,040 0.12% Call
16150 ISHARES TR 675,000 55,141 0.12% Put
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