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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
201 CURENCYSHARES EURO TR EURO SHS 450,000 46,535 0.10% Call
202 SPDR DOW JONES INDL AVRG ETF 223,700 46,158 0.10% Put
203 SPDR S&P 500 ETF TR 193,600 45,639 0.09% Put
204 FACEBOOK INC 319,200 45,342 0.09% Call
205 SEAWORLD ENTERTAINMENT INCORPORATED 2,477,000 45,255 0.09% Put
206 ISHARES TR 325,000 44,681 0.09% Put
207 AMAZON COM INC 50,000 44,327 0.09% Put
208 GENERAL ELECTRIC CO 1,483,400 44,205 0.09% Call
209 CATERPILLAR INC 475,000 44,061 0.09% Put
210 ISHARES TR 320,200 44,021 0.09% Put
211 JPMORGAN CHASE & CO 500,000 43,920 0.09% Put
212 ISHARES 1,170,000 43,828 0.09% Put
213 SPDR S&P 500 ETF TR 185,200 43,659 0.09% Put
214 APPLE INC 300,000 43,098 0.09% Put
215 ISHARES TR 312,500 42,963 0.09% Put
216 HUMANA INC 208,300 42,939 0.09% Call
217 HUMANA INC 208,300 42,939 0.09% Call
218 ISHARES 20 YEAR TREASURY BOND ETF 350,000 42,249 0.09% Call
219 GRAINGER W W INC 180,000 41,897 0.09% Put
220 GRAINGER W W INC 180,000 41,897 0.09% Put
221 GRAINGER W W INC 180,000 41,897 0.09% Put
222 SPDR S&P 500 ETF TR 177,600 41,867 0.09% Put
223 ALPHABET INC 50,000 41,478 0.09% Put
224 SPDR S&P 500 ETF TR 175,000 41,255 0.09% Put
225 AMERICA MOVIL SAB DE CV 2,900,000 41,093 0.08% Call
226 BARRICK GOLD CORP 2,139,443 40,628 0.08%
227 NETFLIX INC 274,700 40,603 0.08% Put
228 SPDR S&P MIDCAP 400 ETF TR 129,781 40,546 0.08%
229 CONSTELLATION BRANDS INC 250,000 40,518 0.08% Put
230 CONSTELLATION BRANDS INC 250,000 40,518 0.08% Call
231 DISNEY WALT CO 354,300 40,174 0.08% Call
232 SPDR S&P 500 ETF TR 169,800 40,029 0.08% Put
233 ISHARES TR 290,900 39,993 0.08% Put
234 POWERSHARES QQQ TRUST 300,000 39,714 0.08% Call
235 ENERGIZER HLDGS INC NEW COM 712,000 39,694 0.08% Put
236 BARCLAYS BK PLC 2,500,000 39,475 0.08% Put
237 PALO ALTO NETWORKS INC 350,000 39,438 0.08% Put
238 ISHARES TR 1,000,000 39,390 0.08% Put
239 ENERGIZER HLDGS INC NEW COM 705,000 39,304 0.08% Put
240 DISNEY WALT CO 343,000 38,893 0.08% Call
241 CVS HEALTH CORP 492,900 38,693 0.08% Call
242 ISHARES TR 1,000,000 38,490 0.08% Put
243 ISHARES TR 1,000,000 38,490 0.08% Call
244 ISHARES TR 1,000,000 38,490 0.08% Put
245 GRAINGER W W INC 165,150 38,440 0.08%
246 GRAINGER W W INC 165,000 38,405 0.08% Put
247 STATE STR CORP 479,800 38,197 0.08% Call
248 POWERSHARES QQQ TRUST 287,200 38,020 0.08% Put
249 TRUECAR INC 2,455,900 37,993 0.08% Call
250 CVS HEALTH CORP 480,000 37,680 0.08% Put
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