Parallax Volatility Advisers, L.P. — 13F Holdings

2026 Q2  ·  1795 Positions

2026 Q2 Portfolio Activity

In 2026 Q2, Parallax Volatility Advisers, L.P. maintained a portfolio of 1795 distinct positions. The most significant new addition was AUTODESK INC, now representing 0.15% of the total fund value. They heavily accumulated shares in STATE STR SPDR S&P 500 ETF T, increasing the position by 916.3%. The fund also reduced its exposure to STATE STR SPDR S&P 500 ETF T by 53.1%.
Position History hover any row below to update
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Parallax Volatility Advisers, L.P. San Francisco, CA Volatility-Focused Hedge Fund AUM $2,504M
PCA Score Concentration Risk
Risk ENB
Total Positions
1795
Quarter
2026 Q2
Top Holding
SPY (33.1%)
Top 10 Concentration
62.5%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
Showing 1-50 of 1795

Parallax Volatility Advisers, L.P. Full Holdings List — 2026 Q2

Stock History Sector / Type Port % Prev % Rank / Prev Conviction
Freshness
Change % Change Influence Shares Mkt Value Avg Cost Price Held 1st Owned Source Source Date Date Reported
SPY
STATE STR SPDR ...
PUT
PUT Option 33.14% 16.35% #1
Prev: #1
9.0
16,425,600 169.4%
P
S
26,122,000 $19,507,125,940 2011 Q1 13F Filing 2026-06-30 2026-08-14
QQQ
INVESCO QQQ TR
CALL
CALL Option 10.38% 4.84% #2 1
Prev: #3
8.5
5,064,500 156.6%
P
S
8,297,700 $6,110,426,280 2011 Q1 13F Filing 2026-06-30 2026-08-14
SPY
STATE STR SPDR ...
CALL
CALL Option 5.77% 4.34% #3 1
Prev: #4
6.3
1,980,600 77.1%
P
S
4,551,000 $3,398,550,270 2011 Q1 13F Filing 2026-06-30 2026-08-14
QQQ
INVESCO QQQ TR
PUT
PUT Option 5.12% 6.29% #4 2
Prev: #2
3.0
-113,000 -2.7%
P
S
4,092,300 $3,013,569,720 2011 Q1 13F Filing 2026-06-30 2026-08-14
IWM
ISHARES TR
PUT
PUT Option 2.58% 2.74% #5
Prev: #5
3.5
796,300 18.7%
P
S
5,055,600 $1,518,955,020 2011 Q1 13F Filing 2026-06-30 2026-08-14
GLD
SPDR GOLD TR
CALL
CALL Option 1.38% 0.91% #6 8
Prev: #14
3.6
1,393,300 170.8%
P
S
2,209,000 $813,751,420 2011 Q1 13F Filing 2026-06-30 2026-08-14
XLF
SELECT SECTOR S...
PUT
PUT Option 1.17% 1.92% #7
Prev: #7
1.0
-1,308,000 -9.2%
P
S
12,850,500 $688,915,305 2011 Q1 13F Filing 2026-06-30 2026-08-14
NVDA
NVIDIA CORPORAT...
PUT
PUT Option 1.02% 1.16% #8 1
Prev: #9
2.4
439,200 17.1%
P
S
3,006,100 $601,490,549 2011 Q1 13F Filing 2026-06-30 2026-08-14
SMH
VANECK ETF TRUS...
CALL
CALL Option 0.97% 1.08% #9 1
Prev: #10
0.4
-222,200 -20.4%
P
S
866,300 $568,197,507 2012 Q4 13F Filing 2026-06-30 2026-08-14
SMH
VANECK ETF TRUS...
PUT
PUT Option 0.95% 0.67% #10 10
Prev: #20
2.9
181,100 27.0%
P
S
852,700 $559,277,403 2012 Q4 13F Filing 2026-06-30 2026-08-14
XLF
SELECT SECTOR S...
CALL
CALL Option 0.92% 2.18% #11 5
Prev: #6
0.4
-5,989,300 -37.3%
P
S
10,047,600 $538,651,836 2011 Q1 13F Filing 2026-06-30 2026-08-14
IWM
ISHARES TR
CALL
CALL Option 0.80% 1.89% #12 4
Prev: #8
0.3
-1,377,000 -46.9%
P
S
1,559,700 $468,611,865 2011 Q1 13F Filing 2026-06-30 2026-08-14
MU
MICRON TECHNOLO...
PUT
PUT Option 0.66% 0.37% #13 27
Prev: #40
0.8
-82,300 -19.6%
P
S
338,300 $390,496,307 2011 Q1 13F Filing 2026-06-30 2026-08-14
AMD
ADVANCED MICRO ...
PUT
PUT Option 0.59% 0.47% #14 14
Prev: #28
0.2
-285,600 -32.2%
P
S
600,600 $348,894,546 2011 Q1 13F Filing 2026-06-30 2026-08-14
EFA
ISHARES TR
PUT
PUT Option 0.53% 0.56% #15 9
Prev: #24
2.7
755,700 34.0%
P
S
2,975,500 $309,094,940 2011 Q1 13F Filing 2026-06-30 2026-08-14
TSLA
TESLA INC
CALL
CALL Option 0.49% 0.38% #16 22
Prev: #38
3.2
300,600 78.8%
P
S
682,000 $286,849,200 2011 Q4 13F Filing 2026-06-30 2026-08-14
GLD
SPDR GOLD TR
PUT
PUT Option 0.43% 0.81% #17 1
Prev: #18
0.7
-37,200 -5.1%
P
S
691,500 $254,734,770 2011 Q1 13F Filing 2026-06-30 2026-08-14
TSLA
TESLA INC
PUT
PUT Option 0.43% 0.83% #18 2
Prev: #16
0.2
-237,100 -28.5%
P
S
595,900 $250,635,540 2011 Q4 13F Filing 2026-06-30 2026-08-14
NVDA
NVIDIA CORPORAT...
CALL
CALL Option 0.40% 0.93% #19 6
Prev: #13
0.2
-880,700 -42.7%
P
S
1,179,700 $236,046,173 2011 Q1 13F Filing 2026-06-30 2026-08-14
NVDA
NVIDIA CORPORAT...
Technology 0.39% 0.02% #20 418
Prev: #438
3.2
1,105,204 2118.3%
P
S
1,157,378 $231,579,764 2011 Q1 13F Filing 2026-06-30 2026-08-14
TLT
ISHARES TR
CALL
CALL Option 0.38% 0.07% #21 188
Prev: #209
3.2
2,326,100 802.1%
P
S
2,616,100 $226,083,362 2011 Q1 13F Filing 2026-06-30 2026-08-14
XLE
SELECT SECTOR S...
PUT
PUT Option 0.38% 0.88% #22 7
Prev: #15
0.2
-1,893,800 -31.0%
P
S
4,205,800 $223,370,038 2011 Q1 13F Filing 2026-06-30 2026-08-14
HYG
ISHARES TR
CALL
CALL Option 0.37% 0.14% #23 83
Prev: #106
3.1
2,053,700 293.4%
P
S
2,753,700 $220,213,389 2012 Q2 13F Filing 2026-06-30 2026-08-14
EEM
ISHARES TR
PUT
PUT Option 0.37% 0.41% #24 10
Prev: #34
2.1
390,900 13.9%
P
S
3,206,400 $219,349,824 2011 Q1 13F Filing 2026-06-30 2026-08-14
N/A
NEXTERA ENERGY ...
Unknown 0.35% 0.47% #25 2
Prev: #27
2.1
350,142 17.4%
P
S
2,360,663 $207,195,392 13F Filing 2026-06-30 2026-08-14
GOOGL
ALPHABET INC
PUT
PUT Option 0.35% 0.51% #26 1
Prev: #25
0.6
-101,600 -15.0%
P
S
575,800 $205,773,646 2015 Q4 13F Filing 2026-06-30 2026-08-14
AMZN
AMAZON COM INC
PUT
PUT Option 0.33% 0.56% #27 4
Prev: #23
0.6
-42,700 -4.9%
P
S
820,800 $195,629,472 2011 Q1 13F Filing 2026-06-30 2026-08-14
XLI
SELECT SECTOR S...
PUT
PUT Option 0.33% 0.42% #28 4
Prev: #32
2.1
89,300 9.4%
P
S
1,041,100 $192,842,953 2011 Q2 13F Filing 2026-06-30 2026-08-14
WMT
WALMART INC
PUT
PUT Option 0.31% 0.18% #29 55
Prev: #84
3.1
1,082,400 201.7%
P
S
1,619,100 $183,379,266 2011 Q1 13F Filing 2026-06-30 2026-08-14
AMD
ADVANCED MICRO ...
CALL
CALL Option 0.30% 0.26% #30 35
Prev: #65
0.1
-190,000 -38.4%
P
S
304,600 $176,945,186 2011 Q1 13F Filing 2026-06-30 2026-08-14
AAL
AMERICAN AIRLIN...
PUT
PUT Option 0.29% 0.32% #31 17
Prev: #48
0.6
-962,400 -9.1%
P
S
9,569,400 $172,919,058 2014 Q1 13F Filing 2026-06-30 2026-08-14
BA
BOEING CO
PUT
PUT Option 0.29% 0.42% #32 1
Prev: #33
2.1
58,000 7.8%
P
S
798,700 $172,894,589 2011 Q1 13F Filing 2026-06-30 2026-08-14
TTWO
TAKE-TWO INTERA...
PUT
PUT Option 0.28% 0.22% #33 42
Prev: #75
3.1
232,100 53.1%
P
S
669,400 $167,336,612 2011 Q1 13F Filing 2026-06-30 2026-08-14
META
META PLATFORMS ...
PUT
PUT Option 0.28% 0.95% #34 22
Prev: #12
0.1
-341,900 -53.6%
P
S
295,800 $166,621,182 2014 Q1 13F Filing 2026-06-30 2026-08-14
AAPL
APPLE INC
CALL
CALL Option 0.28% 0.17% #35 56
Prev: #91
3.1
309,600 119.7%
P
S
568,200 $164,414,352 2011 Q1 13F Filing 2026-06-30 2026-08-14
KRE
SPDR SERIES TRU...
PUT
PUT Option 0.27% 0.30% #36 18
Prev: #54
2.6
487,000 29.1%
P
S
2,160,200 $161,690,970 2011 Q2 13F Filing 2026-06-30 2026-08-14
EFA
ISHARES TR
CALL
CALL Option 0.27% 0.28% #37 22
Prev: #59
2.6
420,400 38.1%
P
S
1,523,900 $158,302,732 2011 Q1 13F Filing 2026-06-30 2026-08-14
V
VISA INC
CALL
CALL Option 0.27% 0.37% #38 1
Prev: #39
0.6
-400 -0.1%
P
S
458,300 $157,238,147 2011 Q1 13F Filing 2026-06-30 2026-08-14
SLV
ISHARES SILVER ...
CALL
CALL Option 0.24% 0.46% #39 8
Prev: #31
0.6
64,600 2.5%
P
S
2,645,800 $141,470,926 2011 Q1 13F Filing 2026-06-30 2026-08-14
IBIT
ISHARES BITCOIN...
CALL
CALL Option 0.23% 0.67% #40 19
Prev: #21
0.1
-2,008,500 -33.3%
P
S
4,032,100 $134,228,609 2024 Q2 13F Filing 2026-06-30 2026-08-14
INTC
INTEL CORP
PUT
PUT Option 0.23% 0.18% #41 44
Prev: #85
0.1
-626,300 -39.8%
P
S
949,100 $132,522,833 2011 Q1 13F Filing 2026-06-30 2026-08-14
ORCL
ORACLE CORP
PUT
PUT Option 0.21% 0.34% #42 2
Prev: #44
0.6
-45,700 -5.2%
P
S
836,400 $122,574,420 2011 Q1 13F Filing 2026-06-30 2026-08-14
GDX
VANECK ETF TRUS...
PUT
PUT Option 0.21% 0.41% #43 8
Prev: #35
0.6
-81,800 -4.8%
P
S
1,607,200 $121,263,240 2016 Q2 13F Filing 2026-06-30 2026-08-14
IBIT
ISHARES BITCOIN...
PUT
PUT Option 0.20% 0.36% #44 3
Prev: #41
2.1
293,200 8.9%
P
S
3,590,800 $119,537,732 2024 Q2 13F Filing 2026-06-30 2026-08-14
EAT
BRINKER INTL IN...
PUT
PUT Option 0.20% 0.25% #45 23
Prev: #68
0.6
24,500 3.6%
P
S
710,900 $119,431,200 2012 Q2 13F Filing 2026-06-30 2026-08-14
XLE
SELECT SECTOR S...
CALL
CALL Option 0.20% 0.23% #46 27
Prev: #73
2.6
622,900 38.8%
P
S
2,228,400 $118,350,324 2011 Q1 13F Filing 2026-06-30 2026-08-14
MRVL
MARVELL TECHNOL...
PUT
PUT Option 0.19% 0.14% #47 64
Prev: #111
0.1
-149,700 -28.1%
P
S
383,100 $114,121,659 2011 Q1 13F Filing 2026-06-30 2026-08-14
BRK/B
BERKSHIRE HATHA...
CALL
CALL Option 0.19% 0.28% #48 13
Prev: #61
0.6
-700 -0.3%
P
S
221,500 $110,836,385 2012 Q1 13F Filing 2026-06-30 2026-08-14
NFLX
NETFLIX INC.
PUT
PUT Option 0.19% 0.25% #49 21
Prev: #70
2.6
509,000 49.1%
P
S
1,544,700 $110,291,580 2011 Q1 13F Filing 2026-06-30 2026-08-14
CMG
CHIPOTLE MEXICA...
PUT
PUT Option 0.18% 0.00% #50 1087
Prev: #1137
3.1
3,147,800 42537.8%
P
S
3,155,200 $107,276,800 2011 Q1 13F Filing 2026-06-30 2026-08-14
Showing 1-50 of 1795 holdings

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