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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
16201 SPDR GOLD TR 626,585 73,711 0.16%
16202 AMERICAN AIRLS GROUP INC 1,799,500 73,797 0.16% Call
16203 SPDR S&P 500 ETF TR 365,200 75,056 0.16% Put
16204 QUALCOMM INC 1,476,200 75,493 0.17% Put
16205 FACEBOOK INC 667,600 76,173 0.17% Call
16206 UNITED TECHNOLOGIES CORP 765,900 76,667 0.17% Put
16207 FACEBOOK INC 675,900 77,120 0.17% Call
16208 US BANCORP DEL 1,905,400 77,340 0.17% Put
16209 MORGAN STANLEY 3,174,300 79,389 0.17% Put
16210 ISHARES TR 975,000 79,648 0.17% Put
16211 ISHARES TR 1,000,000 81,690 0.18% Put
16212 SPDR S&P 500 ETF TR 400,000 82,208 0.18% Call
16213 SPDR S&P 500 ETF TR 400,000 82,208 0.18% Call
16214 SPDR S&P 500 ETF TR 400,000 82,208 0.18% Put
16215 ISHARES TR 2,405,000 82,371 0.18% Put
16216 ISHARES TR 748,000 82,751 0.18% Put
16217 ISHARES TR 2,490,000 84,075 0.18% Put
16218 ISHARES 20 YEAR TREASURY BOND ETF 645,000 84,243 0.18% Put
16219 ISHARES TR 1,044,300 85,309 0.19% Put
16220 ISHARES TR 775,000 85,738 0.19% Put
16221 ISHARES TR 1,500,000 85,740 0.19% Put
16222 AT&T INC 2,200,000 86,174 0.19% Call
16223 SPDR S&P 500 ETF TR 420,000 86,318 0.19% Call
16224 ISHARES 20 YEAR TREASURY BOND ETF 663,700 86,686 0.19% Call
16225 SPDR S&P 500 ETF TR 425,000 87,346 0.19% Call
16226 PFIZER INC 3,000,000 88,920 0.19% Call
16227 PFIZER INC 3,000,000 88,920 0.19% Call
16228 PFIZER INC 3,000,000 88,920 0.19% Call
16229 PFIZER INC 3,000,000 88,920 0.19% Call
16230 PFIZER INC 3,000,000 88,920 0.19% Call
16231 PFIZER INC 3,000,000 88,920 0.19% Call
16232 PFIZER INC 3,000,000 88,920 0.19% Put
16233 PFIZER INC 3,000,000 88,920 0.19% Put
16234 PFIZER INC 3,000,000 88,920 0.19% Put
16235 PFIZER INC 3,000,000 88,920 0.19% Put
16236 PFIZER INC 3,000,000 88,920 0.19% Put
16237 PFIZER INC 3,000,000 88,920 0.19% Put
16238 SPDR S&P 500 ETF TR 433,000 88,990 0.20% Put
16239 SPDR S&P 500 ETF TR 444,800 91,415 0.20% Put
16240 ISHARES TR 850,000 94,036 0.21% Put
16241 MONDELEZ INTL INC 2,350,100 94,286 0.21% Call
16242 MORGAN STANLEY 3,794,900 94,910 0.21% Put
16243 SPDR S&P 500 ETF TR 470,200 96,636 0.21% Put
16244 CITIGROUP INC 2,318,500 96,797 0.21% Call
16245 MICROSOFT CORP 1,780,300 98,326 0.22% Call
16246 SPDR S&P 500 ETF TR 480,300 98,711 0.22% Put
16247 SPDR S&P 500 ETF TR 488,100 100,314 0.22% Put
16248 SPDR S&P 500 ETF TR 500,000 102,760 0.23% Call
16249 ISHARES TR 3,026,900 103,671 0.23% Put
16250 SPDR S&P 500 ETF TR 504,600 103,705 0.23% Put
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