PROSHARES TR II
ULTRA VIX SHORT · CUSIP 74347Y771
37
institutional holders
2.1m
shares reported held*
$37.9mreported value*
* Summed across managers. Shares that two managers' reports both contain – a subsidiary's holdings that its parent's report includes too, or a sub-adviser's in its client's – are counted once. Holder counts are more reliable. Implied quarter-end price ≈ $18.49. Options: 8 managers hold calls ($235.1m notional), 8 hold puts ($96.1m).
Trends to Q2 2023
Calls vs puts
Options held, notional value, last 4 quarters. P/C = puts ÷ calls
CallsPuts
Numbers
| Quarter | Calls | Puts | P/C |
|---|---|---|---|
| Q3 2022 | $0 | $0 | — |
| Q4 2022 | $0 | $0 | — |
| Q1 2023 | $0 | $0 | — |
| Q2 2023 | $235.1m | $96.1m | 0.41 |
Biggest buyers
| D. E. Shaw & Co., Inc. | New | +548.9k |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | New | +362.1k |
| HRT FINANCIAL LP | New | +191.5k |
| Tower Research Capital LLC (TRC) | New | +157.7k |
| Jump Financial, LLC | New | +128.4k |
| TWO SIGMA INVESTMENTS, LP | New | +120.2k |
| JPMORGAN CHASE & CO | New | +106.6k |
| MORGAN STANLEY | New | +73.7k |
| CITIGROUP INC | New | +58.3k |
| Diametric Capital, LP | New | +53.1k |
Biggest sellers
| None |
Biggest calls
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | New | $194.4m10.5m shares |
| WOLVERINE TRADING, LLC | New | $20.7m1.1m shares |
| CITADEL ADVISORS LLC | New | $11.0m595.6k shares |
| HORIZON KINETICS ASSET MANAGEMENT LLC | New | $7.5m327.9k shares |
| UBS Group AG | New | $1.4m75.0k shares |
| Cutler Group LLC / CA | New | $44.0k64.9k shares |
| Walleye Trading LLC | New | $9.2k500 shares |
| HAP Trading, LLC | New | $2.6k15.4k shares |
Biggest puts
| IMC-Chicago, LLC | New | $48.9m2.6m shares |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | New | $24.2m1.3m shares |
| WOLVERINE TRADING, LLC | New | $12.9m676.8k shares |
| CITADEL ADVISORS LLC | New | $5.6m304.7k shares |
| JANE STREET GROUP, LLC | New | $3.4m181.4k shares |
| Walleye Trading LLC | New | $1.1m58.4k shares |
| Cutler Group LLC / CA | New | $13.0k8.9k shares |
| CONCOURSE FINANCIAL GROUP SECURITIES, INC. | New | $00 shares |
Options at notional value: the value of the shares the contracts control, as filers report them, not what the options cost. Not included in the holders, shares or buying above.
Holders, Q2 2023
| Manager | Shares | Change |
|---|---|---|
| D. E. Shaw & Co., Inc. 0.02% of their portfolio | 548.9k $10.2m | New |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP 0.01% of their portfolio | 362.1k $6.7m | New |
| HRT FINANCIAL LP 0.03% of their portfolio | 191.5k $3.5m | New |
| Tower Research Capital LLC (TRC) 0.10% of their portfolio | 157.7k $2.9m | New |
| Jump Financial, LLC 0.09% of their portfolio | 128.4k $2.4m | New |
| TWO SIGMA INVESTMENTS, LP 0.01% of their portfolio | 120.2k $2.2m | New |
| JPMORGAN CHASE & CO 0.00% of their portfolio | 106.6k $2.0m | New |
| MORGAN STANLEY 0.00% of their portfolio | 73.7k $1.4m | New |
| CITIGROUP INC 0.00% of their portfolio | 58.3k $1.1m | New |
| Diametric Capital, LP 0.44% of their portfolio | 53.1k $981.3k | New |
| GARDNER LEWIS ASSET MANAGEMENT L P 0.27% of their portfolio | 40.2k $744.0k | New |
| Walleye Trading LLC 0.03% of their portfolio | 32.4k $599.1k | New |
| Compound Planning, Inc. 0.26% of their portfolio | 31.0k $573.3k | New |
| Trellus Management Company, LLC 0.77% of their portfolio | 27.0k $499.2k | New |
| TWO SIGMA SECURITIES, LLC 0.04% of their portfolio | 23.7k $438.6k | New |
| BARCLAYS PLC 0.00% of their portfolio | 21.1k $390.3k | New |
| PRELUDE CAPITAL MANAGEMENT, LLC 0.03% of their portfolio | 17.0k $315.0k | New |
| Belvedere Trading LLC 0.09% of their portfolio | 16.0k $295.2k | New |
| Weiss Multi-Strategy Advisers LLC 0.01% of their portfolio | 13.3k $246.0k | New |
| Per Stirling Capital Management, LLC. 0.04% of their portfolio | 10.6k $196.6k | New |
| FNY Investment Advisers, LLC 0.20% of their portfolio | 8.7k $159.0k | New |
| UBS Group AG 0.00% of their portfolio | 6.5k $119.5k | New |
| Larson Financial Group LLC 0.00% of their portfolio | 844 $15.6k | New |
| Antonetti Capital Management LLC 0.02% of their portfolio | 674 $12.5k | New |
| BANK OF MONTREAL /CAN/ 0.00% of their portfolio | 656 $12.1k | New |
| OSAIC HOLDINGS, INC. 0.00% of their portfolio | 155 $2.9k | New |
| Lee Financial Co 0.00% of their portfolio | 140 $2.6k | New |
| ROYAL BANK OF CANADA 0.00% of their portfolio | 95 $2.0k | New |
| Venturi Wealth Management, LLC 0.00% of their portfolio | 95 $1.8k | New |
| BANK OF AMERICA CORP /DE/ 0.00% of their portfolio | 71 $1.3k | New |
| Cutler Group LLC / CA 0.00% of their portfolio | 50 $0 | New |
| Cypress Capital Management LLC (WY) 0.00% of their portfolio | 50 $925 | New |
| Kozak & Associates, Inc. 0.00% of their portfolio | 50 $918 | New |
| Federation des caisses Desjardins du Quebec 0.00% of their portfolio | 40 $740 | New |
| HOLLENCREST CAPITAL MANAGEMENT 0.00% of their portfolio | 10 $185 | New |
| MCF Advisors LLC 0.00% of their portfolio | 3 $56 | New |
| CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio | 0 $0 | New |