0001703301-20-000004.txt : 20200813
0001703301-20-000004.hdr.sgml : 20200813
20200813135543
ACCESSION NUMBER: 0001703301-20-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200813
DATE AS OF CHANGE: 20200813
EFFECTIVENESS DATE: 20200813
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SpiderRock Advisors, LLC
CENTRAL INDEX KEY: 0001703301
IRS NUMBER: 461932846
STATE OF INCORPORATION: IL
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-18017
FILM NUMBER: 201098648
BUSINESS ADDRESS:
STREET 1: 300 S. RIVERSIDE PLAZA
STREET 2: SUITE 2350
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: (312) 256-9663
MAIL ADDRESS:
STREET 1: 300 S. RIVERSIDE PLAZA
STREET 2: SUITE 2350
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: SpiderRock Advisors LLC
DATE OF NAME CHANGE: 20170420
FORMER COMPANY:
FORMER CONFORMED NAME: Spiderrock Advisors LLC
DATE OF NAME CHANGE: 20170410
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001703301
XXXXXXXX
06-30-2020
06-30-2020
SpiderRock Advisors, LLC
300 S. RIVERSIDE PLAZA
SUITE 2350
CHICAGO
IL
60606
13F HOLDINGS REPORT
028-18017
N
Bruce Mumford
Chief Compliance Officer
3122828049
E Bruce Mumford
Chicago
IL
08-13-2020
0
153
27897
false
INFORMATION TABLE
2
form13F2020Q2.xml
AGILENT TECHNOLOGIES
COM
00846U101
7
2900
PRN
Put
SOLE
2900
0
0
APPLE INC
ORDINARY SHARES
037833100
324
45900
PRN
Put
SOLE
45900
0
0
ABBVIE INC
COM
00287Y109
18
12700
PRN
Put
SOLE
12700
0
0
ABBOTT LABORATORIES
ORDINARY SHARES
002824100
122
35100
PRN
Put
SOLE
35100
0
0
ACCENTURE PLC IRELAN
SHS CLASS A
G1151C101
82
17600
PRN
Put
SOLE
17600
0
0
ANALOG DEVICES INC
COM
032654105
29
7600
PRN
Put
SOLE
7600
0
0
AUTOMATIC DATA PROCE
COM
053015103
2
6200
PRN
Call
SOLE
6200
0
0
AFLAC INC.
ORDINARY SHARES
001055102
7
2000
PRN
Put
SOLE
2000
0
0
AMCOR PLC
ORDINARY SHARES
G0250X107
6
27300
PRN
Put
SOLE
27300
0
0
ADVANCED MICRO DEVIC
ORDINARY SHARES
007903107
1
3000
PRN
Put
SOLE
3000
0
0
AMGEN INC.
ORDINARY SHARES
031162100
99
12200
PRN
Put
SOLE
12200
0
0
AMARIN CORP PLC
SPONS ADR NEW
023111206
34
7500
PRN
Put
SOLE
7500
0
0
AMAZON.COM INC.
ORDINARY SHARES
023135106
137
2100
PRN
Put
SOLE
2100
0
0
ANTHEM INC
ORDINARY SHARES
036752103
4
400
PRN
Put
SOLE
400
0
0
AON PLC.
ORDINARY SHARES
G0403H108
186
65200
PRN
Put
SOLE
65200
0
0
AEROVIRONMENT INC
COM
008073108
4
3100
PRN
Put
SOLE
3100
0
0
BOEING CO.
ORDINARY SHARES
097023105
0
100
PRN
Call
SOLE
100
0
0
ALIBABA GROUP HLDG L
SPONSORED ADS
01609W102
68
8000
PRN
Put
SOLE
8000
0
0
BANK OF AMERICA CORP
ORDINARY SHARES
060505104
15
11900
PRN
Put
SOLE
11900
0
0
TOPBUILD CORP
ORDINARY SHARES
89055F103
8
5500
PRN
Put
SOLE
5500
0
0
BANK OF MONTREAL
ORDINARY SHARES
063671101
18
18000
PRN
Put
SOLE
18000
0
0
BIOMARIN PHARMACEUTI
COM
09061G101
21
8800
PRN
Put
SOLE
8800
0
0
CHUBB LIMITED
ORDINARY SHARES
H1467J104
4
1000
PRN
Put
SOLE
1000
0
0
CBOE GLOBAL MARKETS
ORDINARY SHARES
12503M108
67
6000
PRN
Put
SOLE
6000
0
0
COCA COLA EUROPEAN P
SHS
G25839104
134
50200
PRN
Put
SOLE
50200
0
0
CINCINNATI FINANCIAL
ORDINARY SHARES
172062101
7
1500
PRN
Put
SOLE
1500
0
0
COLGATE-PALMOLIVE CO
ORDINARY SHARES
194162103
13
6600
PRN
Put
SOLE
6600
0
0
CLOROX CO DEL
COM
189054109
158
53000
PRN
Put
SOLE
53000
0
0
COMCAST CORP
ORDINARY SHARES
20030N101
1
8300
PRN
Call
SOLE
8300
0
0
CME GROUP INC
ORDINARY SHARES
12572Q105
622
37800
PRN
Put
SOLE
37800
0
0
SALESFORCE COM INC
COM
79466L302
3
600
PRN
Put
SOLE
600
0
0
CSX CORP.
ORDINARY SHARES
126408103
13
4200
PRN
Put
SOLE
4200
0
0
CORTEVA INC
ORDINARY SHARES
22052L104
4
2300
PRN
Put
SOLE
2300
0
0
DIGITAL RLTY TR INC
COM
253868103
7
1800
PRN
Put
SOLE
1800
0
0
DOW INC
ORDINARY SHARES
260557103
37
9200
PRN
Put
SOLE
9200
0
0
DTE ENERGY CO.
ORDINARY SHARES
233331107
2
5500
PRN
Call
SOLE
5500
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
23
2100
PRN
Put
SOLE
2100
0
0
EBAY INC.
ORDINARY SHARES
278642103
4
8100
PRN
Put
SOLE
8100
0
0
ECOLAB INC.
ORDINARY SHARES
278865100
81
9100
PRN
Put
SOLE
9100
0
0
CONSOLIDATED EDISON
COM
209115104
32
2400
PRN
Put
SOLE
2400
0
0
ISHARES TR
MSCI EMG MKT ET
464287234
9
5800
PRN
Call
SOLE
5800
0
0
ISHARES TR
MSCI EAFE ETF
464287465
23
24800
PRN
Call
SOLE
24800
0
0
ISHARES TR
MSCI EAFE ETF
464287465
173
53100
PRN
Put
SOLE
53100
0
0
EMERSON ELECTRIC CO.
ORDINARY SHARES
291011104
2
500
PRN
Put
SOLE
500
0
0
EDWARDS LIFESCIENCES
ORDINARY SHARES
28176E108
51
12700
PRN
Put
SOLE
12700
0
0
DIAMONDBACK ENERGY I
COM
25278X109
141
4600
PRN
Put
SOLE
4600
0
0
DIREXION SHARES ETF
DIREXION DAILY
25459Y694
130
5500
PRN
Put
SOLE
5500
0
0
FACEBOOK INC
ORDINARY SHARES
30303M102
171
23600
PRN
Put
SOLE
23600
0
0
FEDEX CORP
COM
31428X106
14
1000
PRN
Put
SOLE
1000
0
0
SSGA ACTIVE TRUST
SPDR EURO STOXX
78463X202
1
1400
PRN
Call
SOLE
1400
0
0
FIDELITY NATL INFORM
COM
31620M106
6
500
PRN
Put
SOLE
500
0
0
FISERV INC
COM
337738108
10
600
PRN
Put
SOLE
600
0
0
ALPHABET INC
ORDINARY SHARES
02079K107
29
400
PRN
Put
SOLE
400
0
0
ALPHABET INC
ORDINARY SHARES
02079K305
95
1800
PRN
Put
SOLE
1800
0
0
GLOBAL PMTS INC
COM
37940X102
14
1000
PRN
Put
SOLE
1000
0
0
GROUPON INC
ORDINARY SHARES
399473206
118
110000
PRN
Put
SOLE
110000
0
0
W.W. GRAINGER INC.
ORDINARY SHARES
384802104
132
9200
PRN
Put
SOLE
9200
0
0
HOME DEPOT INC
COM
437076102
44
3400
PRN
Put
SOLE
3400
0
0
HEICO CORP NEW
COM
422806109
14
900
PRN
Put
SOLE
900
0
0
INTEL CORP.
ORDINARY SHARES
458140100
42
11900
PRN
Put
SOLE
11900
0
0
BLACKROCK INSTITUTIO
BTC ISHARES RUS
464287655
153
46000
PRN
Call
SOLE
46000
0
0
BLACKROCK INSTITUTIO
BTC ISHARES RUS
464287655
293
21100
PRN
Put
SOLE
21100
0
0
JOHNSON & JOHNSON
ORDINARY SHARES
478160104
11
3900
PRN
Put
SOLE
3900
0
0
JPMORGAN CHASE & CO
COM
46625H100
156
9600
PRN
Put
SOLE
9600
0
0
KEYSIGHT TECHNOLOGIE
COM
49338L103
7
1400
PRN
Put
SOLE
1400
0
0
KIMBERLY-CLARK CORP.
ORDINARY SHARES
494368103
3
1000
PRN
Put
SOLE
1000
0
0
COCA-COLA CO
ORDINARY SHARES
191216100
256
77000
PRN
Put
SOLE
77000
0
0
LINDE PLC
ORDINARY SHARES
G5494J103
2
200
PRN
Put
SOLE
200
0
0
LILLY(ELI) & CO
ORDINARY SHARES
532457108
823
95400
PRN
Put
SOLE
95400
0
0
LOCKHEED MARTIN CORP
ORDINARY SHARES
539830109
31
1400
PRN
Put
SOLE
1400
0
0
LAM RESEARCH CORP
COM
512807108
35
1900
PRN
Put
SOLE
1900
0
0
MASTERCARD INCORPORA
ORDINARY SHARES
57636Q104
38
2000
PRN
Put
SOLE
2000
0
0
MASCO CORP.
ORDINARY SHARES
574599106
24
50100
PRN
Put
SOLE
50100
0
0
MASIMO CORP
ORDINARY SHARES
574795100
1
400
PRN
Put
SOLE
400
0
0
MCDONALDS CORP
COM
580135101
4
300
PRN
Put
SOLE
300
0
0
MONDELEZ INTERNATION
ORDINARY SHARES
609207105
13
4600
PRN
Put
SOLE
4600
0
0
MEDTRONIC PLC
SHS
G5960L103
111
20000
PRN
Put
SOLE
20000
0
0
METLIFE INC
COM
59156R108
37
3200
PRN
Put
SOLE
3200
0
0
3M CO.
ORDINARY SHARES
88579Y101
39
6200
PRN
Put
SOLE
6200
0
0
ALTRIA GROUP INC.
ORDINARY SHARES
02209S103
52
20600
PRN
Put
SOLE
20600
0
0
MERCK & CO INC
COM
58933Y105
12
2600
PRN
Put
SOLE
2600
0
0
MICROSOFT CORPORATIO
ORDINARY SHARES
594918104
408
90400
PRN
Put
SOLE
90400
0
0
NEXTERA ENERGY INC
ORDINARY SHARES
65339F101
10
400
PRN
Put
SOLE
400
0
0
NATIONAL FUEL GAS CO
COM
636180101
1
4000
PRN
Put
SOLE
4000
0
0
NETFLIX INC
COM
64110L106
16
1700
PRN
Put
SOLE
1700
0
0
NIKE INC.
ORDINARY SHARES
654106103
235
38200
PRN
Put
SOLE
38200
0
0
NORTHROP GRUMMAN COR
ORDINARY SHARES
666807102
303
8500
PRN
Put
SOLE
8500
0
0
SERVICENOW INC
ORDINARY SHARES
81762P102
14
3700
PRN
Put
SOLE
3700
0
0
NORFOLK SOUTHERN COR
ORDINARY SHARES
655844108
9
700
PRN
Put
SOLE
700
0
0
NVIDIA CORP
COM
67066G104
1
300
PRN
Put
SOLE
300
0
0
NEXSTAR MEDIA GROUP
CL A
65336K103
1
100
PRN
Call
SOLE
100
0
0
OGE ENERGY CORP
COM
670837103
14
2500
PRN
Put
SOLE
2500
0
0
ORACLE CORP
COM
68389X105
15
9000
PRN
Put
SOLE
9000
0
0
PAYCHEX INC.
ORDINARY SHARES
704326107
229
22700
PRN
Put
SOLE
22700
0
0
PFIZER INC
COM
717081103
0
1500
PRN
Call
SOLE
1500
0
0
PROCTER & GAMBLE CO.
ORDINARY SHARES
742718109
98
19500
PRN
Put
SOLE
19500
0
0
PROLOGIS INC
ORDINARY SHARES
74340W103
89
23500
PRN
Put
SOLE
23500
0
0
PHILIP MORRIS INTERN
ORDINARY SHARES
718172109
25
7900
PRN
Put
SOLE
7900
0
0
PRUDENTIAL FINL INC
COM
744320102
260
11800
PRN
Put
SOLE
11800
0
0
PTC THERAPEUTICS INC
COM
69366J200
81
28000
PRN
Put
SOLE
28000
0
0
PAYPAL HOLDINGS INC
ORDINARY SHARES
70450Y103
21
34000
PRN
Put
SOLE
34000
0
0
QUALCOMM INC.
ORDINARY SHARES
747525103
10
3000
PRN
Put
SOLE
3000
0
0
INVESCO CAPITAL MANA
INVESCO QQQ TRU
46090E103
1
1400
PRN
Call
SOLE
1400
0
0
INVESCO CAPITAL MANA
INVESCO QQQ TRU
46090E103
50
6200
PRN
Put
SOLE
6200
0
0
ROYAL GOLD INC.
ORDINARY SHARES
780287108
10
1800
PRN
Put
SOLE
1800
0
0
RUSSELL 2000 INDEX
INDEX
124835109
618
4100
PRN
Put
SOLE
4100
0
0
ROYAL BANK OF CANADA
ORDINARY SHARES
780087102
24
13600
PRN
Put
SOLE
13600
0
0
SBA COMMUNICATIONS C
CL A
78410G104
25
1500
PRN
Put
SOLE
1500
0
0
STARBUCKS CORP.
ORDINARY SHARES
855244109
763
181000
PRN
Put
SOLE
181000
0
0
STEPAN CO.
ORDINARY SHARES
858586100
38
7900
PRN
Put
SOLE
7900
0
0
SHERWIN-WILLIAMS CO.
ORDINARY SHARES
824348106
39
2000
PRN
Put
SOLE
2000
0
0
SCHLUMBERGER LTD.
ORDINARY SHARES
806857108
0
10000
PRN
Call
SOLE
10000
0
0
BLACKROCK INSTITUTIO
BTC ISHARES SIL
46428Q109
18
15200
PRN
Call
SOLE
15200
0
0
VANECK VECTORS ETF T
VANECK VECTORS
92189F676
126
68000
PRN
Call
SOLE
68000
0
0
SNAP INC
ORDINARY SHARES
83304A106
1
2500
PRN
Put
SOLE
2500
0
0
SOUTHERN COMPANY
ORDINARY SHARES
842587107
5
1000
PRN
Put
SOLE
1000
0
0
SP PLUS CORP
ORDINARY SHARES
78469C103
169
21100
PRN
Put
SOLE
21100
0
0
S&P GLOBAL INC
ORDINARY SHARES
78409V104
48
6500
PRN
Put
SOLE
6500
0
0
CBOE S&P 500 INDEX
S&P 500
648815108
978
80200
PRN
Call
SOLE
80200
0
0
CBOE S&P 500 INDEX
S&P 500
648815108
7170
94800
PRN
Put
SOLE
94800
0
0
SSGA ACTIVE TRUST
SSGA SPDR S&P 5
78462F103
417
47900
PRN
Call
SOLE
47900
0
0
SSGA ACTIVE TRUST
SSGA SPDR S&P 5
78462F103
7869
362100
PRN
Put
SOLE
362100
0
0
SEMPRA ENERGY
COM
816851109
12
800
PRN
Put
SOLE
800
0
0
SEAGATE TECHNOLOGY P
SHS
G7945M107
10
2000
PRN
Put
SOLE
2000
0
0
SKYWORKS SOLUTIONS
ORDINARY SHARES
83088M102
34
5500
PRN
Put
SOLE
5500
0
0
STRYKER CORP
COM
863667101
6
500
PRN
Put
SOLE
500
0
0
AT&T INC
COM
00206R102
38
12000
PRN
Put
SOLE
12000
0
0
TORONTO DOMINION BAN
ORDINARY SHARES
891160509
22
20500
PRN
Put
SOLE
20500
0
0
TELEFLEX INCORPORATE
ORDINARY SHARES
879369106
7
600
PRN
Put
SOLE
600
0
0
TJX COS INC NEW
COM
872540109
36
10200
PRN
Put
SOLE
10200
0
0
TESLA INC
ORDINARY SHARES
88160R101
0
100
PRN
Put
SOLE
100
0
0
TEXAS INSTRUMENTS IN
ORDINARY SHARES
882508104
49
6600
PRN
Put
SOLE
6600
0
0
TEXTRON INC.
ORDINARY SHARES
883203101
87
10200
PRN
Put
SOLE
10200
0
0
UNITEDHEALTH GROUP I
COM
91324P102
161
16900
PRN
Put
SOLE
16900
0
0
VISA INC
ORDINARY SHARES
92826C839
53
6600
PRN
Put
SOLE
6600
0
0
VERISIGN INC
COM
92343E102
63
9300
PRN
Put
SOLE
9300
0
0
VERIZON COMMUNICATIO
ORDINARY SHARES
92343V104
13
4600
PRN
Put
SOLE
4600
0
0
WALGREENS BOOTS ALLI
COM
931427108
15
10000
PRN
Put
SOLE
10000
0
0
WORKDAY INC
CL A
98138H101
15
1600
PRN
Put
SOLE
1600
0
0
WESTERN DIGITAL CORP
COM
958102105
10
2000
PRN
Put
SOLE
2000
0
0
WEC ENERGY GROUP INC
COM
92939U106
46
8200
PRN
Put
SOLE
8200
0
0
WASTE MANAGEMENT IN
ORDINARY SHARES
94106L109
6
1000
PRN
Put
SOLE
1000
0
0
WALMART INC
COM
931142103
2
600
PRN
Put
SOLE
600
0
0
WORLD WRESTLING ENTE
ORDINARY SHARES
98156Q108
274
24900
PRN
Put
SOLE
24900
0
0
SSGA ACTIVE TRUST
SSGA FINANCIAL
81369Y605
0
6000
PRN
Call
SOLE
6000
0
0
SSGA ACTIVE TRUST
SSGA TECHNOLOGY
81369Y803
13
4900
PRN
Put
SOLE
4900
0
0
SSGA ACTIVE TRUST
SSGA HEALTH CAR
81369Y209
1
500
PRN
Call
SOLE
500
0
0
SSGA ACTIVE TRUST
SSGA HEALTH CAR
81369Y209
7
1600
PRN
Put
SOLE
1600
0
0
EXXON MOBIL CORP
COM
30231G102
0
100
PRN
Call
SOLE
100
0
0
EXXON MOBIL CORP
COM
30231G102
966
74600
PRN
Put
SOLE
74600
0
0
CBOE MINI SPX INDEX
NEW XSP PM
12505Q107
13
2400
PRN
Put
SOLE
2400
0
0
ZIMMER BIOMET HLDGS
COM
98956P102
5
500
PRN
Put
SOLE
500
0
0