SpiderRock Advisors

SpiderRock Advisors as of June 30, 2020

Portfolio Holdings for SpiderRock Advisors

SpiderRock Advisors holds 145 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Cboe S&p 500 Index S&P 500 Call Option (Principal) (.SPX) 64.4 $621M 175k 3547.88
Ssga Active Trust Ssga Spdr S&p 5 Call Option (Principal) (SPY) 15.2 $147M 410k 358.10
Microsoft Corporatio Ordinary Shares Put Option (Principal) (MSFT) 1.3 $12M 90k 133.63
Lilly Ordinary Shares Put Option (Principal) (LLY) 1.2 $12M 95k 125.09
Blackrock Institutio Btc Ishares Rus Call Option (Principal) (IWM) 1.2 $12M 67k 172.67
Starbucks Corp Ordinary Shares Put Option (Principal) (SBUX) 1.2 $11M 181k 63.23
Vaneck Vectors Etf T Vaneck Vectors Call Option (Principal) (SMH) 1.2 $11M 68k 165.00
Apple Ordinary Shares Put Option (Principal) (AAPL) 1.1 $11M 46k 230.54
Aon Ordinary Shares Put Option (Principal) (AON) 1.0 $9.4M 65k 143.77
Clorox Company Put Option (Principal) (CLX) 0.7 $7.2M 53k 135.45
Russell 2000 Index Index Put Option (Principal) (.RUT) 0.6 $6.0M 4.1k 1460.00
Cme Group Ordinary Shares Put Option (Principal) (CME) 0.6 $5.6M 38k 149.26
Exxon Mobil Corporation Call Option (Principal) (XOM) 0.5 $5.2M 75k 70.00
Ishares Tr Msci Eafe Etf Call Option (Principal) (EFA) 0.5 $5.1M 78k 65.00
Amazoncom Ordinary Shares Put Option (Principal) (AMZN) 0.4 $3.8M 2.1k 1797.14
Facebook Ordinary Shares Put Option (Principal) (META) 0.4 $3.5M 24k 150.17
UnitedHealth Put Option (Principal) (UNH) 0.4 $3.5M 17k 205.03
Nike Ordinary Shares Put Option (Principal) (NKE) 0.3 $3.3M 38k 85.18
Accenture Plc Irelan Shs Class A Put Option (Principal) (ACN) 0.3 $3.1M 18k 176.36
Paypal Holdings Ordinary Shares Put Option (Principal) (PYPL) 0.3 $3.1M 34k 90.00
Coca-cola Ordinary Shares Put Option (Principal) (KO) 0.3 $2.9M 77k 37.51
Northrop Grumman Cor Ordinary Shares Put Option (Principal) (NOC) 0.3 $2.7M 8.5k 315.06
Abbott Laboratories Ordinary Shares Put Option (Principal) (ABT) 0.3 $2.5M 35k 71.97
Amgen Ordinary Shares Put Option (Principal) (AMGN) 0.2 $2.3M 12k 190.33
Ww Grainger Ordinary Shares Put Option (Principal) (GWW) 0.2 $2.3M 9.2k 250.22
Procter & Gamble Ordinary Shares Put Option (Principal) (PG) 0.2 $2.0M 20k 105.03
Invesco Capital Mana Invesco Qqq Tru Call Option (Principal) (QQQ) 0.2 $1.9M 7.6k 256.43
Alphabet Ordinary Shares Put Option (Principal) (GOOGL) 0.2 $1.9M 1.8k 1046.67
Masco Corp Ordinary Shares Put Option (Principal) (MAS) 0.2 $1.9M 50k 37.09
Prologis Ordinary Shares Put Option (Principal) (PLD) 0.2 $1.8M 24k 74.77
Coca Cola European P SHS Put Option (Principal) (CCEP) 0.2 $1.8M 50k 35.00
Paychex Ordinary Shares Put Option (Principal) (PAYX) 0.2 $1.7M 23k 74.98
Medtronic SHS Put Option (Principal) (MDT) 0.2 $1.6M 20k 80.00
Verisign Put Option (Principal) (VRSN) 0.2 $1.6M 9.3k 170.00
Ecolab Ordinary Shares Put Option (Principal) (ECL) 0.2 $1.5M 9.1k 166.59
S&p Global Ordinary Shares Put Option (Principal) (SPGI) 0.2 $1.5M 6.5k 230.00
Ptc Therapeutics I Put Option (Principal) (PTCT) 0.1 $1.3M 28k 45.00
Alibaba Group Hldg L Sponsored Ads Put Option (Principal) (BABA) 0.1 $1.3M 8.0k 157.50
World Wrestling Ente Ordinary Shares Put Option (Principal) 0.1 $1.2M 25k 50.00
Automatic Data Processing Call Option (Principal) (ADP) 0.1 $1.1M 6.2k 175.00
Visa Ordinary Shares Put Option (Principal) (V) 0.1 $1.1M 6.6k 160.00
JPMorgan Chase & Co. Put Option (Principal) (JPM) 0.1 $970k 9.6k 101.04
Sherwin-williams Ordinary Shares Put Option (Principal) (SHW) 0.1 $920k 2.0k 460.00
Prudential Financial Put Option (Principal) (PRU) 0.1 $914k 12k 77.46
3M Ordinary Shares Put Option (Principal) (MMM) 0.1 $775k 6.2k 125.00
Royal Bank Of Canada Ordinary Shares Put Option (Principal) (RY) 0.1 $748k 14k 55.00
Edwards Lifesciences Ordinary Shares Put Option (Principal) (EW) 0.1 $741k 13k 58.35
Servicenow Ordinary Shares Put Option (Principal) (NOW) 0.1 $722k 3.7k 195.14
Bank Of Montreal Ordinary Shares Put Option (Principal) (BMO) 0.1 $720k 18k 40.00
Toronto Dominion Ban Ordinary Shares Put Option (Principal) (TD) 0.1 $718k 21k 35.02
Abbvie Put Option (Principal) (ABBV) 0.1 $716k 13k 56.38
Dte Energy Ordinary Shares Call Option (Principal) (DTE) 0.1 $715k 5.5k 130.00
Altria Group Ordinary Shares Put Option (Principal) (MO) 0.1 $714k 21k 34.66
Wec Energy Group Put Option (Principal) (WEC) 0.1 $697k 8.2k 85.00
Home Depot Put Option (Principal) (HD) 0.1 $687k 3.4k 202.06
Analog Devices Put Option (Principal) (ADI) 0.1 $665k 7.6k 87.50
Texas Instruments In Ordinary Shares Put Option (Principal) (TXN) 0.1 $652k 6.6k 98.79
Stepan Ordinary Shares Put Option (Principal) (SCL) 0.1 $642k 7.9k 81.27
Intel Corp Ordinary Shares Put Option (Principal) (INTC) 0.1 $607k 12k 51.01
Cboe Global Markets Ordinary Shares Put Option (Principal) (CBOE) 0.1 $585k 6.0k 97.50
BioMarin Pharmaceutical Put Option (Principal) (BMRN) 0.1 $572k 8.8k 65.00
Cboe Mini Spx Index New Xsp Pm Put Option (Principal) (.XSP) 0.1 $542k 2.4k 225.83
Sp Plus Corp Ordinary Shares Put Option (Principal) (SP) 0.1 $523k 21k 24.79
Skyworks Solutions Ordinary Shares Put Option (Principal) (SWKS) 0.1 $509k 5.5k 92.55
Mastercard Incorpora Ordinary Shares Put Option (Principal) (MA) 0.0 $480k 2.0k 240.00
Lam Research Corporation Put Option (Principal) (LRCX) 0.0 $456k 1.9k 240.00
Alphabet Ordinary Shares Put Option (Principal) (GOOG) 0.0 $456k 400.00 1140.00
Lockheed Martin Corp Ordinary Shares Put Option (Principal) (LMT) 0.0 $455k 1.4k 325.00
Philip Morris Intern Ordinary Shares Put Option (Principal) (PM) 0.0 $454k 7.9k 57.47
Netflix Put Option (Principal) (NFLX) 0.0 $451k 1.7k 265.29
TJX Companies Put Option (Principal) (TJX) 0.0 $437k 10k 42.84
Johnson & Johnson Ordinary Shares Put Option (Principal) (JNJ) 0.0 $432k 3.9k 110.77
Topbuild Corp Ordinary Shares Put Option (Principal) (BLD) 0.0 $402k 5.5k 73.09
Colgate-palmolive Ordinary Shares Put Option (Principal) (CL) 0.0 $391k 6.6k 59.24
Sba Communications C Cl A Put Option (Principal) (SBAC) 0.0 $370k 1.5k 246.67
Ssga Active Trust Ssga Technology Put Option (Principal) (XLK) 0.0 $368k 4.9k 75.10
Textron Ordinary Shares Put Option (Principal) (TXT) 0.0 $368k 10k 36.08
Oracle Corporation Put Option (Principal) (ORCL) 0.0 $360k 9.0k 40.00
Comcast Corp Ordinary Shares Call Option (Principal) (CMCSA) 0.0 $357k 8.3k 43.01
At&t Put Option (Principal) (T) 0.0 $350k 12k 29.17
Diamondback Energy Put Option (Principal) (FANG) 0.0 $322k 4.6k 70.00
Dow Ordinary Shares Put Option (Principal) (DOW) 0.0 $322k 9.2k 35.00
Walgreen Boots Alliance Put Option (Principal) (WBA) 0.0 $310k 10k 31.00
Schlumberger Ordinary Shares Call Option (Principal) (SLB) 0.0 $300k 10k 30.00
Blackrock Institutio Btc Ishares Sil Call Option (Principal) (SLV) 0.0 $288k 15k 18.95
Direxion Shares Etf Direxion Daily Put Option (Principal) (FAS) 0.0 $275k 5.5k 50.00
Ebay Ordinary Shares Put Option (Principal) (EBAY) 0.0 $259k 8.1k 31.98
Ishares Tr Msci Emg Mkt Et Call Option (Principal) (EEM) 0.0 $248k 5.8k 42.76
Amcor Ordinary Shares Put Option (Principal) (AMCR) 0.0 $246k 27k 9.01
Workday Cl A Put Option (Principal) (WDAY) 0.0 $240k 1.6k 150.00
Verizon Communicatio Ordinary Shares Put Option (Principal) (VZ) 0.0 $233k 4.6k 50.65
Csx Corp Ordinary Shares Put Option (Principal) (CSX) 0.0 $231k 4.2k 55.00
Ssga Active Trust Ssga Health Car Call Option (Principal) (XLV) 0.0 $227k 2.1k 108.00
Groupon Ordinary Shares Put Option (Principal) (GRPN) 0.0 $220k 110k 2.00
Mondelez Internation Ordinary Shares Put Option (Principal) (MDLZ) 0.0 $216k 4.6k 46.96
Bank Of America Corp Ordinary Shares Put Option (Principal) (BAC) 0.0 $214k 12k 17.98
Digital Realty Trust Put Option (Principal) (DLR) 0.0 $207k 1.8k 115.00
Qualcomm Ordinary Shares Put Option (Principal) (QCOM) 0.0 $202k 3.0k 67.33
Consolidated Edison Put Option (Principal) (ED) 0.0 $198k 2.4k 82.50
Agilent Technologies Inc C ommon Put Option (Principal) (A) 0.0 $188k 2.9k 64.83
Merck & Co Put Option (Principal) (MRK) 0.0 $184k 2.6k 70.77
Ssga Active Trust Ssga Financial Call Option (Principal) (XLF) 0.0 $180k 6.0k 30.00
Duke Energy Corp Com New Put Option (Principal) (DUK) 0.0 $179k 2.1k 85.24
Royal Gold Ordinary Shares Put Option (Principal) (RGLD) 0.0 $171k 1.8k 95.00
Teleflex Incorporate Ordinary Shares Put Option (Principal) (TFX) 0.0 $156k 600.00 260.00
Global Payments Put Option (Principal) (GPN) 0.0 $155k 1.0k 155.00
MetLife Put Option (Principal) (MET) 0.0 $144k 3.2k 45.00
National Fuel Gas Put Option (Principal) (NFG) 0.0 $140k 4.0k 35.00
FedEx Corporation Put Option (Principal) (FDX) 0.0 $125k 1.0k 125.00
AeroVironment Put Option (Principal) (AVAV) 0.0 $124k 3.1k 40.00
Keysight Technologies Put Option (Principal) (KEYS) 0.0 $112k 1.4k 80.00
Kimberly-clark Corp Ordinary Shares Put Option (Principal) (KMB) 0.0 $110k 1.0k 110.00
Waste Management In Ordinary Shares Put Option (Principal) (WM) 0.0 $98k 1.0k 98.00
Norfolk Southern Cor Ordinary Shares Put Option (Principal) (NSC) 0.0 $98k 700.00 140.00
Nextera Energy Ordinary Shares Put Option (Principal) (NEE) 0.0 $96k 400.00 240.00
Sempra Energy Put Option (Principal) (SRE) 0.0 $96k 800.00 120.00
HEICO Corporation Put Option (Principal) (HEI) 0.0 $94k 900.00 104.44
Seagate Technology P SHS Put Option (Principal) 0.0 $90k 2.0k 45.00
Chubb Ordinary Shares Put Option (Principal) (CB) 0.0 $90k 1.0k 90.00
Oge Energy Corp Put Option (Principal) (OGE) 0.0 $88k 2.5k 35.20
salesforce Put Option (Principal) (CRM) 0.0 $80k 600.00 133.33
Stryker Corporation Put Option (Principal) (SYK) 0.0 $78k 500.00 156.00
Western Digital Put Option (Principal) (WDC) 0.0 $75k 2.0k 37.50
Cincinnati Financial Ordinary Shares Put Option (Principal) (CINF) 0.0 $75k 1.5k 50.00
Amarin Corp Spons Adr New Put Option (Principal) (AMRN) 0.0 $75k 7.5k 10.00
Anthem Ordinary Shares Put Option (Principal) (ELV) 0.0 $74k 400.00 185.00
Advanced Micro Devic Ordinary Shares Put Option (Principal) (AMD) 0.0 $69k 3.0k 23.00
Aflac Ordinary Shares Put Option (Principal) (AFL) 0.0 $65k 2.0k 32.50
Fiserv Put Option (Principal) (FI) 0.0 $63k 600.00 105.00
Fidelity National Information Services Put Option (Principal) (FIS) 0.0 $62k 500.00 124.00
Wal-Mart Stores Put Option (Principal) (WMT) 0.0 $60k 600.00 100.00
Masimo Corp Ordinary Shares Put Option (Principal) (MASI) 0.0 $56k 400.00 140.00
Ssga Active Trust Spdr Euro Stoxx Call Option (Principal) (FEZ) 0.0 $56k 1.4k 40.00
Zimmer Holdings Put Option (Principal) (ZBH) 0.0 $55k 500.00 110.00
Pfizer Call Option (Principal) (PFE) 0.0 $54k 1.5k 36.00
NVIDIA Corporation Put Option (Principal) (NVDA) 0.0 $52k 300.00 173.33
Southern Company Ordinary Shares Put Option (Principal) (SO) 0.0 $50k 1.0k 50.00
Corteva Ordinary Shares Put Option (Principal) (CTVA) 0.0 $48k 2.3k 20.87
McDonald's Corporation Put Option (Principal) (MCD) 0.0 $48k 300.00 160.00
Boeing Ordinary Shares Call Option (Principal) (BA) 0.0 $38k 100.00 380.00
Linde Ordinary Shares Put Option (Principal) 0.0 $36k 200.00 180.00
Emerson Electric Ordinary Shares Put Option (Principal) (EMR) 0.0 $26k 500.00 52.00
Snap Ordinary Shares Put Option (Principal) (SNAP) 0.0 $25k 2.5k 10.00
Tesla Ordinary Shares Put Option (Principal) (TSLA) 0.0 $15k 100.00 150.00
Nexstar Media Group Cl A Call Option (Principal) (NXST) 0.0 $10k 100.00 100.00