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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
16151 DIAMOND RESORTS INTL INC COM 900,000 21,870 0.05% Call
16152 ISHARES TR 900,000 30,825 0.07% Call
16153 ISHARES TR 900,000 30,825 0.07% Call
16154 SPDR S&P 500 ETF TR 903,700 185,728 0.41% Put
16155 SPDR S&P 500 ETF TR 904,700 185,934 0.41% Put
16156 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
16157 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
16158 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
16159 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
16160 iPath S&P 500 VIX Short-Term F 910,000 16,034 0.04% Put
16161 GOLDCORP INC NEW 915,000 14,850 0.03% Call
16162 BANK AMER CORP 920,174 12,441 0.03%
16163 LIGHT & WONDER INC COM 932,285 8,791 0.02%
16164 ISHARES TR 940,000 103,992 0.23% Put
16165 SPDR S&P 500 ETF TR 946,000 194,422 0.43% Put
16166 ISHARES TR 960,000 32,414 0.07% Put
16167 ISHARES TR 975,000 79,648 0.17% Put
16168 ISHARES TR 975,000 33,394 0.07% Put
16169 SPDR S&P 500 ETF TR 979,700 201,348 0.44% Put
16170 EnLink Midstream Partners LP 991,800 11,971 0.03% Call
16171 MICROSOFT CORP 992,000 54,788 0.12% Call
16172 ISHARES 995,000 26,169 0.06% Put
16173 CITIGROUP INC 999,800 41,742 0.09% Call
16174 SPDR S&P 500 ETF TR 999,900 205,499 0.45% Put
16175 FREEPORT-MCMORAN INC 1,000,000 10,340 0.02% Call
16176 ZYNGA INC 1,000,000 2,280 0.00% Call
16177 ISHARES 1,000,000 52,820 0.12% Call
16178 WISDOMTREE TR 1,000,000 19,510 0.04% Put
16179 ISHARES 1,000,000 19,320 0.04% Put
16180 FREEPORT-MCMORAN INC 1,000,000 10,340 0.02% Put
16181 ISHARES TR 1,000,000 57,160 0.13% Put
16182 ISHARES TR 1,000,000 81,690 0.18% Put
16183 SPDR INDEX SHS FDS 1,000,000 33,230 0.07% Call
16184 CITIGROUP INC 1,000,000 41,750 0.09% Call
16185 AT&T INC 1,000,000 39,170 0.09% Put
16186 iPath S&P 500 VIX Short-Term F 1,000,000 17,620 0.04% Put
16187 CHESAPEAKE ENERGY CORP 1,000,000 4,120 0.01% Call
16188 ISHARES 1,000,000 26,300 0.06% Put
16189 GENERAL ELECTRIC CO 1,000,000 31,790 0.07% Call
16190 AT&T INC 1,003,300 39,299 0.09% Put
16191 AT&T INC 1,003,500 39,307 0.09% Put
16192 SPDR S&P 500 ETF TR 1,005,500 206,650 0.45% Call
16193 GENERAL ELECTRIC CO 1,007,500 32,028 0.07% Call
16194 ISHARES TR 1,013,200 34,702 0.08% Call
16195 ISHARES TR 1,019,500 34,918 0.08% Put
16196 ISHARES TR 1,020,000 34,935 0.08% Put
16197 GENERAL ELECTRIC CO 1,020,300 32,435 0.07% Put
16198 ISHARES 1,025,000 26,958 0.06% Put
16199 ISHARES TR 1,026,700 35,164 0.08% Call
16200 ISHARES TR 1,033,000 114,281 0.25% Call
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