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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
16301 iPath S&P 500 VIX Short-Term F 26,400 465 0.00% Put
16302 iPath S&P 500 VIX Short-Term F 20,000 352 0.00% Call
16303 iPath S&P 500 VIX Short-Term F 14,800 261 0.00% Put
16304 iPath S&P 500 VIX Short-Term F 14,800 261 0.00% Call
16305 iPath S&P 500 VIX Short-Term F 4,500 79 0.00% Call
16306 iPath S&P 500 VIX Short-Term F 3,200 56 0.00% Put
16307 iPath S&P 500 VIX Short-Term F 110,000 1,938 0.00% Put
16308 iPath S&P 500 VIX Short-Term F 900 16 0.00% Call
16309 iPath S&P 500 VIX Short-Term F 200 4 0.00% Call
16310 iPath S&P 500 VIX Short-Term F 1,088,500 19,179 0.04% Put
16311 iPath S&P 500 VIX Short-Term F 1,385,800 24,418 0.05% Call
16312 iShares MSCI Emerging Markets Asia 1 0 0.00%
16313 iShares Mortgage Real Estate C 1 0 0.00%
16314 iShares S&P Asia 50 1 0 0.00%
16315 iShares Ultra Short-Term Bond 1 0 0.00%
16316 iShares iBonds Mar 2023 Term Corp exFncl 1 0 0.00%
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