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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 (2017Q1)
Original 13F HR (0001140361-17-020422) filed in 2017.05.15
#
Name
Shares
Value ($)
%
Options
Notes
151 SPDR S&P MIDCAP 400 ETF TR 198,000 61,859 0.13% Call
152 EBIX INC 995,270 60,960 0.13%
153 SPDR S&P 500 ETF TR 256,700 60,514 0.12% Put
154 SPDR S&P 500 ETF TR 255,800 60,302 0.12% Call
155 APPLE INC 400,000 57,464 0.12% Put
156 ISHARES TR 900,000 56,934 0.12% Put
157 FACEBOOK INC 399,000 56,678 0.12% Put
158 ILG INC 2,696,100 56,510 0.12% Put
159 SPDR S&P 500 ETF TR 237,500 55,988 0.12% Put
160 SPDR S&P 500 ETF TR 236,200 55,682 0.11% Put
161 ISHARES TR 405,000 55,679 0.11% Put
162 GENERAL DYNAMICS CORP 297,200 55,636 0.11% Put
163 ISHARES 20 YEAR TREASURY BOND ETF 460,000 55,527 0.11% Call
164 ISHARES TR 878,800 54,740 0.11% Call
165 CVS HEALTH CORP 695,400 54,589 0.11% Call
166 ISHARES TR 394,000 54,167 0.11% Put
167 VERIZON COMMUNICATIONS INC 1,107,700 54,000 0.11% Call
168 SPDR S&P 500 ETF TR 228,000 53,749 0.11% Put
169 CENTRAL FD CDA LTD 4,158,543 53,479 0.11%
170 SPDR GOLD TR 450,000 53,424 0.11% Call
171 SPDR S&P 500 ETF TR 225,100 53,065 0.11% Call
172 ISHARES TR 844,900 52,629 0.11% Put
173 CITIGROUP INC 877,900 52,516 0.11% Put
174 ALIBABA GROUP HLDG LTD 486,800 52,492 0.11% Call
175 WELLS FARGO CO NEW 940,000 52,320 0.11% Call
176 SPDR S&P 500 ETF TR 220,400 51,957 0.11% Put
177 MCDONALDS CORP 400,000 51,844 0.11% Call
178 HUMANA INC 250,000 51,535 0.11% Put
179 HUMANA INC 250,000 51,535 0.11% Put
180 ISHARES TR 826,000 51,452 0.11% Call
181 ISHARES TR 1,300,000 51,207 0.11% Put
182 ISHARES TR 1,300,000 51,207 0.11% Put
183 SPDR S&P 500 ETF TR 216,400 51,014 0.11% Put
184 ISHARES TR 818,100 50,959 0.11% Put
185 APPLE INC 350,000 50,281 0.10% Call
186 SPDR S&P 500 ETF TR 210,000 49,505 0.10% Call
187 SPDR S&P 500 ETF TR 208,000 49,034 0.10% Put
188 ISHARES TR 780,000 48,586 0.10% Put
189 CISCO SYS INC 1,435,400 48,517 0.10% Call
190 SPDR S&P 500 ETF TR 204,300 48,162 0.10% Call
191 ISHARES TR 350,000 48,118 0.10% Put
192 ISHARES TR 1,250,000 48,113 0.10% Call
193 SPDR S&P 500 ETF TR 204,000 48,091 0.10% Put
194 METLIFE INC 905,000 47,802 0.10% Call
195 ALLERGAN PLC 200,000 47,784 0.10% Call
196 SPDR GOLD TR 400,000 47,488 0.10% Call
197 ISHARES TR 750,000 47,445 0.10% Call
198 SPDR S&P 500 ETF TR 200,000 47,148 0.10% Call
199 SPDR S&P 500 ETF TR 199,800 47,101 0.10% Call
200 SPDR S&P 500 ETF TR 197,700 46,606 0.10% Put
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