Parallax Volatility Advisers

Latest statistics and disclosures from Parallax Volatility Advisers's latest quarterly 13F-HR filing:

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Positions held by Parallax Volatility Advisers consolidated in one spreadsheet with up to 7 years of data

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Portfolio Holdings for Parallax Volatility Advisers

Parallax Volatility Advisers holds 1451 positions in its portfolio as reported in the June 2022 quarterly 13F filing

Parallax Volatility Advisers has 1451 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit Call Option (SPY) 7.2 $7.4B -40% 20M 377.26
Invesco Qqq Tr Unit Ser 1 Call Option (QQQ) 4.1 $4.2B -32% 15M 280.28
Palo Alto Networks Note 0.750% 7/0 (Principal) 3.3 $3.4B -21% 40M 84.76
Workday Note 0.250%10/0 (Principal) 3.3 $3.3B +60% 24M 139.58
Ishares Tr Russell 2000 Etf Put Option (IWM) 3.3 $3.3B -10% 20M 169.36
Netflix Call Option (NFLX) 3.2 $3.3B +1139% 19M 174.85
Dish Network Corporation Note 2.375% 3/1 (Principal) 3.0 $3.1B +9% 35M 88.00
Herbalife Nutrition Note 2.625% 3/1 (Principal) 2.2 $2.2B +11% 25M 88.70
Live Nation Entertainment In Note 2.500% 3/1 (Principal) 2.1 $2.2B +13% 17M 129.06
Apollo Coml Real Estate Fin Note 4.750% 8/2 (Principal) 2.1 $2.2B +13% 22M 99.50
Coinbase Global Note 0.500% 6/0 (Principal) 1.9 $1.9B NEW 34M 55.95
Tesla Motors (TSLA) 1.6 $1.7B -31% 2.5M 673.42
International Business Machines Put Option (IBM) 1.6 $1.6B -69% 227k 7153.89
Repligen Corp Note 0.375% 7/1 (Principal) 1.5 $1.5B -15% 10M 151.95

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RH Note 6/1 (Principal) 1.5 $1.5B 14M 107.05
Royal Caribbean Group Note 4.250% 6/1 (Principal) 1.3 $1.3B 14M 95.50
Microsoft Corporation Put Option (MSFT) 1.2 $1.3B -11% 5.0M 256.83
Winnebago Inds Note 1.500% 4/0 (Principal) 1.2 $1.2B NEW 12M 102.38
Apple Call Option (AAPL) 1.2 $1.2B +18% 8.9M 136.72
Hannon Armstrong Sust Infr C Note 8/1 (Principal) 1.1 $1.2B 12M 98.05
Nice Sys Note 1.250% 1/1 (Principal) 1.0 $1.0B 5.3M 192.45
Amazon Put Option (AMZN) 1.0 $999M +2060% 9.4M 106.21
Alteryx Note 0.500% 8/0 (Principal) 0.9 $968M 20M 48.42
Zendesk Note 0.250% 3/1 (Principal) 0.9 $926M 13M 74.07
Cigna Corp Put Option (CI) 0.9 $915M +41% 3.5M 263.52
Green Plains Note 4.125% 9/0 (Principal) 0.8 $852M 8.0M 106.44
NVIDIA Corporation Call Option (NVDA) 0.8 $819M +50% 5.4M 151.59
Lumentum Hldgs Note 0.250% 3/1 (Principal) 0.8 $794M NEW 10M 79.42
Ringcentral Note 3/0 (Principal) 0.8 $784M 15M 52.26
Meta Platforms Cl A Put Option (META) 0.7 $757M NEW 4.7M 161.25
Spdr Gold Tr Gold Shs (GLD) 0.7 $730M -51% 4.3M 168.46
Ishares Tr Iboxx Hi Yd Etf Call Option (HYG) 0.7 $720M +34% 9.8M 73.61
GSK Sponsored Adr Call Option (GSK) 0.7 $711M +37355% 16M 43.52
Booking Holdings (BKNG) 0.7 $687M +17% 393k 1748.96
Guess Note 2.000% 4/1 (Principal) 0.7 $686M 7.0M 97.93
At&t Put Option (T) 0.6 $652M -15% 5.3M 121.94
Arbor Realty Trust Note 4.750%11/0 (Principal) 0.6 $642M 6.5M 98.47
Palo Alto Networks Call Option (PANW) 0.6 $607M 1.2M 493.92
Redfin Corp Note 10/1 (Principal) 0.6 $586M 10M 58.55
Block Note 0.500% 5/1 (Principal) 0.6 $579M -56% 5.5M 105.30
Ishares Tr Msci Emg Mkt Etf Put Option (EEM) 0.5 $521M +56% 13M 40.10
Peloton Interactive Note 2/1 (Principal) 0.5 $504M +100% 8.0M 62.99
Wayfair Note 0.625%10/0 (Principal) 0.5 $495M 7.5M 66.05
Dicks Sporting Goods Note 3.250% 4/1 0.5 $476M NEW 2.0M 238.19
Sunpower Corp DBCV 4.000% 1/1 (Principal) 0.5 $475M 4.6M 103.35
Zendesk Note 0.625% 6/1 (Principal) 0.4 $444M NEW 6.0M 74.07
Wayfair Note 1.000% 8/1 (Principal) 0.4 $416M +85% 6.5M 64.00
Alibaba Group Hldg Sponsored Ads (BABA) 0.4 $397M +3% 3.5M 113.69
Proshares Tr Pshs Ultsh 20yrs Put Option (TBT) 0.4 $394M +90% 15M 26.15
Boeing Company (BA) 0.4 $388M +64% 2.8M 136.72
Mastercard Incorporated Cl A Put Option (MA) 0.4 $384M +147% 1.2M 315.50
Spdr Dow Jones Indl Average Ut Ser 1 (DIA) 0.4 $383M +37% 1.2M 307.82
Tripadvisor Note 0.250% 4/0 (Principal) 0.4 $381M NEW 5.0M 76.25
Beyond Meat Note 3/1 (Principal) 0.4 $378M +11% 10M 37.75
On Semiconductor Corp Note 1.625%10/1 (Principal) 0.4 $377M 7.5M 50.31
Advanced Micro Devices Put Option (AMD) 0.4 $372M -7% 4.9M 76.47
Qualcomm Put Option (QCOM) 0.3 $348M +37% 2.7M 127.74
Exxon Mobil Corporation (XOM) 0.3 $338M -9% 3.9M 85.64
JPMorgan Chase & Co. (JPM) 0.3 $334M 3.0M 112.61
Crowdstrike Hldgs Cl A Call Option (CRWD) 0.3 $334M +30% 2.0M 168.56
Visa Com Cl A (V) 0.3 $328M +19% 1.7M 196.88
Target Corporation Call Option (TGT) 0.3 $318M +420% 2.3M 141.22
Occidental Petroleum Corporation Put Option (OXY) 0.3 $311M +79% 5.3M 58.88
Redfin Corp Note 1.750% 7/1 (Principal) 0.3 $308M 3.4M 90.00
FedEx Corporation Put Option (FDX) 0.3 $307M +19% 1.4M 226.71
Thermo Fisher Scientific Put Option (TMO) 0.3 $301M +181% 555k 543.24
Johnson & Johnson Call Option (JNJ) 0.3 $292M +58% 1.6M 177.51
Docusign Note 1/1 (Principal) 0.3 $287M -60% 5.0M 57.38
Moderna Call Option (MRNA) 0.3 $266M +77% 1.9M 142.86
Diamondback Energy (FANG) 0.3 $261M +73% 2.2M 121.15
Pinduoduo Sponsored Ads Put Option (PDD) 0.3 $260M +54% 4.2M 61.80
Merck & Co Call Option (MRK) 0.3 $256M +2% 2.8M 91.17
Block Cl A Call Option (SQ) 0.2 $256M +11% 4.2M 61.45
Theravance Biopharma Note 3.250%11/0 (Principal) 0.2 $251M 2.8M 91.34
Bristol Myers Squibb Call Option (BMY) 0.2 $242M +107% 3.1M 77.00
Vaneck Etf Trust Semiconductr Etf Call Option (SMH) 0.2 $239M +248% 1.2M 203.72
Bank of America Corporation Put Option (BAC) 0.2 $232M -12% 7.4M 31.13
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 0.2 $230M +26% 4.0M 58.09
Select Sector Spdr Tr Financial Put Option (XLF) 0.2 $226M +10% 7.2M 31.45
Wells Fargo & Company Call Option (WFC) 0.2 $224M 5.7M 39.17
Ishares Silver Tr Ishares Call Option (SLV) 0.2 $223M -4% 12M 18.64
Micron Technology (MU) 0.2 $220M -6% 4.1M 53.33
Nutanix Note 1/1 (Principal) 0.2 $220M 15M 14.63
Spdr Ser Tr S&p Biotech Put Option (XBI) 0.2 $218M -27% 2.9M 74.27
Airbnb Com Cl A (ABNB) 0.2 $216M +5% 2.4M 89.08
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 0.2 $212M -10% 2.6M 81.75
Paypal Holdings Call Option (PYPL) 0.2 $209M -29% 3.0M 69.84
Jd.com Spon Adr Cl A Call Option (JD) 0.2 $205M -21% 3.2M 64.22
Citigroup Com New Call Option (C) 0.2 $205M -42% 4.5M 45.99
Dow Put Option (DOW) 0.2 $201M +111% 3.9M 51.61
Datadog Cl A Com Call Option (DDOG) 0.2 $201M -14% 2.1M 95.25
Chevron Corporation Put Option (CVX) 0.2 $198M +166% 1.4M 144.77
Amgen Put Option (AMGN) 0.2 $198M +33% 812k 243.30
Costco Wholesale Corporation Put Option (COST) 0.2 $196M +112% 409k 479.38
American Airls Call Option (AAL) 0.2 $192M +16% 15M 12.68
Ulta Salon, Cosmetics & Fragrance Call Option (ULTA) 0.2 $189M +150% 489k 385.51
Pfizer Call Option (PFE) 0.2 $188M +26% 3.6M 52.43
Altria (MO) 0.2 $174M +253% 4.2M 41.77
S&p Global Call Option (SPGI) 0.2 $173M +60% 513k 337.06
Intel Corporation Put Option (INTC) 0.2 $172M +42% 4.6M 37.41
Adobe Systems Incorporated (ADBE) 0.2 $171M -30% 467k 366.06
Ishares Tr 7-10 Yr Trsy Bd (IEF) 0.2 $170M +1858% 1.7M 102.30
Nordstrom (JWN) 0.2 $169M +1208% 8.0M 21.13
Freeport-mcmoran CL B Call Option (FCX) 0.2 $166M +11% 5.7M 29.26
Wix Note 7/0 (Principal) 0.2 $164M -50% 2.5M 65.55
Royal Caribbean Cruises Put Option (RCL) 0.2 $162M +150% 4.7M 34.91
United Parcel Service CL B Put Option (UPS) 0.2 $161M +40% 883k 182.54
Lowe's Companies Call Option (LOW) 0.2 $161M +258% 921k 174.67
4068594 Enphase Energy Call Option (ENPH) 0.2 $158M +50% 809k 195.27
Morgan Stanley Com New Call Option (MS) 0.2 $157M 2.1M 76.07
Ishares Tr Msci Eafe Etf Call Option (EFA) 0.2 $156M -13% 2.5M 62.49
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.2 $155M -27% 568k 273.02
Uber Technologies Put Option (UBER) 0.1 $152M -4% 7.4M 20.46
United Sts Oil Units Put Option (USO) 0.1 $151M -28% 1.9M 80.33
Docusign Call Option (DOCU) 0.1 $151M +68% 2.6M 57.37
Doordash Cl A Call Option (DASH) 0.1 $151M +48% 2.3M 64.17
Nike CL B Put Option (NKE) 0.1 $146M +53% 1.4M 102.20
Solaredge Technologies Call Option (SEDG) 0.1 $146M +110% 532k 273.69
Devon Energy Corporation Call Option (DVN) 0.1 $144M +243% 2.6M 55.12
Goldman Sachs (GS) 0.1 $143M -35% 482k 297.00
Roblox Corp Cl A Put Option (RBLX) 0.1 $142M +48% 4.3M 32.86
Abbvie Call Option (ABBV) 0.1 $139M -36% 905k 153.16
Take-Two Interactive Software Put Option (TTWO) 0.1 $137M +126% 1.1M 122.53
salesforce (CRM) 0.1 $136M -20% 822k 165.04
Snowflake Cl A (SNOW) 0.1 $135M +6% 969k 139.07
General Electric Com New (GE) 0.1 $132M -32% 2.1M 63.67
Cisco Systems Put Option (CSCO) 0.1 $132M +30% 3.1M 42.64
Ishares Tr China Lg-cap Etf (FXI) 0.1 $132M -39% 3.9M 33.91
Zoom Video Communications In Cl A (ZM) 0.1 $132M +92% 1.2M 107.98
Workday Cl A Call Option (WDAY) 0.1 $131M -35% 941k 139.62
Broadcom (AVGO) 0.1 $129M -33% 269k 480.00
Lululemon Athletica Call Option (LULU) 0.1 $129M +226% 472k 272.64
Ishares Tr Iboxx Inv Cp Etf Call Option (LQD) 0.1 $127M -58% 1.2M 110.03
Snap Cl A Put Option (SNAP) 0.1 $125M +44% 9.5M 13.13
Kraneshares Tr Csi Chi Internet Call Option (KWEB) 0.1 $125M -18% 3.8M 32.76
Marathon Petroleum Corp Put Option (MPC) 0.1 $124M +35% 1.5M 82.21
Marriott Intl Cl A (MAR) 0.1 $123M +38% 903k 136.01
Zillow Group Cl C Cap Stk Call Option (Z) 0.1 $122M -23% 3.9M 31.75
ConocoPhillips Call Option (COP) 0.1 $122M +199% 1.4M 89.83
Expedia Group Com New (EXPE) 0.1 $120M +54% 1.3M 94.83
Select Sector Spdr Tr Sbi Healthcare Call Option (XLV) 0.1 $119M -41% 930k 128.24
General Motors Company Put Option (GM) 0.1 $118M +11% 3.7M 31.76
Sea Sponsord Ads Put Option (SE) 0.1 $118M -11% 1.8M 66.86
Home Depot Put Option (HD) 0.1 $118M +136% 430k 274.24
Dollar General Call Option (DG) 0.1 $115M +5% 467k 245.46
Union Pacific Corporation (UNP) 0.1 $114M +15% 535k 213.28
Deere & Company Call Option (DE) 0.1 $114M -31% 380k 299.54
Charter Communications Inc N Cl A Put Option (CHTR) 0.1 $114M +25% 242k 468.53
Select Sector Spdr Tr Sbi Int-inds Put Option (XLI) 0.1 $113M +45% 1.3M 87.34
Verizon Communications Call Option (VZ) 0.1 $112M +86% 2.2M 50.75
Carnival Corp Common Stock Put Option (CCL) 0.1 $111M +68% 13M 8.65
Honeywell International Call Option (HON) 0.1 $111M +9% 638k 173.81
EOG Resources Put Option (EOG) 0.1 $111M +632% 1.0M 110.40
Raytheon Technologies Corp Call Option (RTX) 0.1 $109M +94% 1.1M 96.11
Wal-Mart Stores Put Option (WMT) 0.1 $109M +61% 895k 121.57
Rambus Inc Del Note 1.375% 2/0 (Principal) 0.1 $108M 5.0M 21.49
Li Auto Sponsored Ads Call Option (LI) 0.1 $105M +91% 2.7M 38.31
Baidu Spon Adr Rep A Put Option (BIDU) 0.1 $103M -49% 690k 148.74
Chipotle Mexican Grill (CMG) 0.1 $102M +57% 78k 1307.56
Caterpillar Put Option (CAT) 0.1 $102M -36% 569k 178.78
NCR Corporation Put Option (NCR) 0.1 $101M NEW 3.2M 31.11
The Trade Desk Com Cl A Put Option (TTD) 0.1 $100M +142% 2.5M 39.95
Zscaler Incorporated (ZS) 0.1 $100M +107% 670k 149.51
Procter & Gamble Company Call Option (PG) 0.1 $100M +8% 694k 143.79
Apa Corporation Call Option (APA) 0.1 $100M +763% 2.9M 34.89
Servicenow (NOW) 0.1 $99M 209k 475.50
Valero Energy Corporation Put Option (VLO) 0.1 $96M +57% 904k 106.30
UnitedHealth Call Option (UNH) 0.1 $93M +240% 181k 513.59
Phillips 66 Call Option (PSX) 0.1 $92M +236% 1.1M 81.99
Simon Property (SPG) 0.1 $90M NEW 952k 94.90
Hldgs Put Option (UAL) 0.1 $90M -28% 2.5M 35.42
MetLife Put Option (MET) 0.1 $89M -5% 1.4M 62.79
PNC Financial Services Call Option (PNC) 0.1 $88M +37% 555k 157.77
Delta Air Lines Inc Del Com New (DAL) 0.1 $87M -38% 3.0M 28.97
Halliburton Company Call Option (HAL) 0.1 $86M +158% 2.8M 31.36
United Rentals (URI) 0.1 $86M +155% 353k 242.91
Oracle Corporation Call Option (ORCL) 0.1 $84M -22% 1.2M 69.88
Ishares Tr U.s. Real Es Etf Call Option (IYR) 0.1 $83M +493% 900k 91.98
Ishares Msci Brazil Etf Call Option (EWZ) 0.1 $82M -10% 3.0M 27.39
First Solar Put Option (FSLR) 0.1 $81M +30% 1.2M 68.15
Discover Financial Services (DFS) 0.1 $81M +315% 852k 94.58
Applied Materials Call Option (AMAT) 0.1 $79M -47% 872k 90.97
CVS Caremark Corporation Call Option (CVS) 0.1 $79M -13% 854k 92.66
Wynn Resorts Put Option (WYNN) 0.1 $79M -8% 1.4M 56.98
Pioneer Natural Resources Put Option (PXD) 0.1 $79M -19% 352k 223.10
BP Sponsored Adr Call Option (BP) 0.1 $79M NEW 2.8M 28.35
Walt Disney Company Put Option (DIS) 0.1 $78M -62% 828k 94.40
Academy Sports & Outdoor Call Option (ASO) 0.1 $75M +385% 2.1M 35.54
Blackstone Group Inc Com Cl A (BX) 0.1 $75M +29% 819k 91.23
Schlumberger Com Stk Put Option (SLB) 0.1 $75M +244% 2.1M 35.76
Medtronic SHS Put Option (MDT) 0.1 $74M -10% 824k 89.79
Albemarle Corporation (ALB) 0.1 $74M +143% 354k 208.98
Unity Software Call Option (U) 0.1 $73M +100% 2.0M 36.83
AutoZone Call Option (AZO) 0.1 $70M -23% 33k 2149.74
Texas Instruments Incorporated Call Option (TXN) 0.1 $69M -51% 448k 153.64
Sprott Physical Gold & Silve Tr Unit (CEF) 0.1 $67M 4.0M 16.82
Coca-Cola Company Put Option (KO) 0.1 $67M 1.1M 62.90
Norwegian Cruise Line Hldg L SHS (NCLH) 0.1 $66M +42% 5.9M 11.12
Lam Research Corporation Put Option (LRCX) 0.1 $65M -55% 152k 426.21
ON Semiconductor Call Option (ON) 0.1 $64M NEW 1.3M 50.31
McDonald's Corporation Put Option (MCD) 0.1 $63M 257k 246.89
Bilibili Spons Ads Rep Z Put Option (Principal) (BILI) 0.1 $62M -23% 2.4M 25.60
Capital One Financial Put Option (COF) 0.1 $62M -34% 594k 104.16
Seagate Technology Hldngs Pl Ord Shs Put Option (STX) 0.1 $61M -17% 857k 71.42
Asml Holding N V N Y Registry Shs (ASML) 0.1 $60M -3% 126k 475.90
CarMax (KMX) 0.1 $60M +419% 657k 90.49
MGM Resorts International. Put Option (MGM) 0.1 $59M +54% 2.0M 28.95
Twitter Put Option (TWTR) 0.1 $58M -35% 1.5M 37.39
Metropcs Communications Call Option (TMUS) 0.1 $58M -31% 430k 134.53
American Express Company Call Option (AXP) 0.1 $58M -27% 417k 138.61
Ishares Tr Ishares Biotech Put Option (IBB) 0.1 $58M +117% 490k 117.62
Coupa Software Note 0.375% 6/1 (Principal) 0.1 $57M NEW 1.0M 57.10
Marvell Technology (MRVL) 0.1 $57M +94% 1.4M 40.00
Etf Ser Solutions Us Glb Jets (JETS) 0.1 $56M +13% 3.4M 16.50
Kraft Heinz Put Option (KHC) 0.1 $55M +204% 1.4M 38.14
MercadoLibre Put Option (MELI) 0.1 $55M -60% 86k 636.89
Alphabet Cap Stk Cl A (GOOGL) 0.1 $55M +63% 381k 142.86
Ishares Tr Core S&p500 Etf (IVV) 0.1 $54M +1599% 143k 379.13
Mongodb Cl A Call Option (MDB) 0.1 $53M -4% 206k 259.78
Dell Technologies CL C Call Option (DELL) 0.1 $52M +498% 1.1M 46.21
Newmont Mining Corporation (NEM) 0.1 $52M -36% 874k 59.66
Las Vegas Sands Put Option (LVS) 0.1 $52M -58% 1.5M 33.59
Vanguard Index Fds S&p 500 Etf Shs (VOO) 0.0 $51M -20% 146k 346.87
Global Payments Put Option (GPN) 0.0 $50M +428% 450k 110.65
Select Sector Spdr Tr Sbi Cons Stpls Put Option (XLP) 0.0 $49M +63% 681k 72.18
Ishares Tr Jpmorgan Usd Emg Call Option (EMB) 0.0 $49M NEW 567k 86.67
8X8 Note 0.500% 2/0 (Principal) 0.0 $49M 9.5M 5.15
Ford Motor Company Put Option (F) 0.0 $48M -61% 4.3M 11.13
Activision Blizzard (ATVI) 0.0 $47M -59% 607k 77.86
Callon Petroleum Put Option (CPE) 0.0 $47M +476% 1.2M 39.20
Atlassian Corp Cl A Call Option (TEAM) 0.0 $46M NEW 248k 187.38
Select Sector Spdr Tr Sbi Int-utils Call Option (XLU) 0.0 $46M -56% 660k 70.12
Gilead Sciences (GILD) 0.0 $46M +109% 748k 61.80
Mosaic Call Option (MOS) 0.0 $46M -18% 975k 47.23
Lci Inds Note 1.125% 5/1 (Principal) 0.0 $45M NEW 500k 90.65
Okta Note 0.375% 6/1 (Principal) 0.0 $45M NEW 500k 90.40
TJX Companies Put Option (TJX) 0.0 $45M +138% 799k 55.86
stock Put Option (SPLK) 0.0 $45M +4% 504k 88.46
Dbx Etf Tr Xtrack Hrvst Csi Call Option (ASHR) 0.0 $44M +63% 1.3M 34.17
Nextera Energy Put Option (NEE) 0.0 $44M -43% 567k 77.46
Nortonlifelock Note 2.000% 8/1 (Principal) 0.0 $44M -69% 2.0M 21.96
Energy Transfer Com Ut Ltd Ptn Call Option (ET) 0.0 $44M 4.4M 9.98
McKesson Corporation (MCK) 0.0 $44M +4% 133k 326.23
Hubspot (HUBS) 0.0 $43M +160% 143k 300.67
Magnite Ord (MGNI) 0.0 $43M +44% 4.8M 8.88
Ishares Tr National Mun Etf Put Option (MUB) 0.0 $43M NEW 400k 106.36
Suncor Energy Put Option (SU) 0.0 $42M +124% 1.2M 35.09
Stanley Black & Decker (SWK) 0.0 $42M +86% 402k 104.86
Petroleo Brasileiro Sa Petro Sponsored Adr Call Option (PBR) 0.0 $42M NEW 3.6M 11.68
Ishares Tr Rus 2000 Grw Etf Put Option (IWO) 0.0 $41M 200k 206.31

Past Filings by Parallax Volatility Advisers

SEC 13F filings are viewable for Parallax Volatility Advisers going back to 2011

View all past filings