13F-HR filed by Delta Accumulation, LLC
Delta Accumulation, LLC filed this 13F-HR for the quarter ended 2023-12-31, filed 2024-02-13, with 175 holding rows worth $632,099,636.
- Accession
- 0001808389-24-000001
- Filer
- CIK 1808389
- Filed
- 2024-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2023
A holdings report, 181 entries on the cover page, a total value of $632,099,636 stated on the cover page (in dollars after the unit check, H1), rows summing to $632,099,636 with VALUE read as dollars as filed, 13F file number 028-21990. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| HERSHEY CO COM | 427866108 | Stock | 119,700 | $29,889,090 | dollars as filed | call |
| Costco Wholesale Corporation | 22160K105 | COM | 54,400 | $29,287,872 | dollars as filed | put |
| Costco Wholesale Corporation | 22160K105 | COM | 43,400 | $23,365,692 | dollars as filed | call |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 160,100 | $22,095,401 | dollars as filed | put |
| MCKESSON CORP COM | 58155Q103 | Stock | 42,700 | $18,246,137 | dollars as filed | put |
| MCKESSON CORP COM | 58155Q103 | Stock | 39,000 | $16,665,090 | dollars as filed | call |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 114,600 | $15,815,946 | dollars as filed | call |
| HERSHEY CO COM | 427866108 | Stock | 60,300 | $15,056,910 | dollars as filed | put |
| CARDINAL HEALTH INC | 14149Y108 | COM | 150,300 | $14,213,871 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 18,500 | $13,742,424 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 92,100 | $13,395,024 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 38,600 | $13,144,844 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 10,200 | $12,560,280 | dollars as filed | call |
| JPMorgan Chase & Co | 46625H100 | COM | 84,600 | $12,304,224 | dollars as filed | call |
| Cisco Systems,Inc. | 17275R102 | COM | 234,300 | $12,122,682 | dollars as filed | call |
| SPY | 78462F103 | SHS | 2,000 | $11,924,232 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 34,500 | $11,748,630 | dollars as filed | call |
| SPY | 78462F103 | SHS | 2,000 | $11,037,672 | dollars as filed | call |
| CARDINAL HEALTH INC | 14149Y108 | COM | 115,400 | $10,913,378 | dollars as filed | call |
| Cisco Systems,Inc. | 17275R102 | COM | 173,800 | $8,992,412 | dollars as filed | put |
| CME Group Inc. Class A | 12572Q105 | COM | 48,100 | $8,912,449 | dollars as filed | put |
| CME Group Inc. Class A | 12572Q105 | COM | 48,100 | $8,912,449 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 235,700 | $8,645,476 | dollars as filed | call |
| Oracle Corporation | 68389X105 | COM | 67,100 | $7,990,939 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 16,700 | $7,831,966 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 1,100 | $7,673,250 | dollars as filed | call |
| Union Pacific Corporation | 907818108 | COM | 7,900 | $7,448,168 | dollars as filed | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 115,000 | $7,354,250 | dollars as filed | call |
| Eli Lilly and Company | 532457108 | COM | 14,800 | $6,940,904 | dollars as filed | call |
| MasterCard, Inc | 57636Q104 | COM | 16,700 | $6,568,110 | dollars as filed | call |
| MasterCard, Inc | 57636Q104 | COM | 16,200 | $6,371,460 | dollars as filed | put |
| KELLANOVA | 487836108 | COM | 99,900 | $6,318,014 | dollars as filed | call |
| Oracle Corporation | 68389X105 | COM | 51,000 | $6,073,590 | dollars as filed | call |
| Amgen Inc. | 031162100 | COM | 26,300 | $5,839,126 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 27,400 | $5,075,028 | dollars as filed | call |
| KELLANOVA | 487836108 | COM | 79,100 | $5,002,552 | dollars as filed | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 67,800 | $4,945,332 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 800 | $4,939,584 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 134,400 | $4,929,792 | dollars as filed | put |
| CENCORA INC COM | 03073E105 | Stock | 25,600 | $4,926,208 | dollars as filed | put |
| CENCORA INC COM | 03073E105 | Stock | 25,600 | $4,926,208 | dollars as filed | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 75,300 | $4,815,435 | dollars as filed | put |
| S&P Global,Inc. | 78409V104 | COM | 2,100 | $4,810,680 | dollars as filed | put |
| S&P Global,Inc. | 78409V104 | COM | 2,100 | $4,810,680 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 3,400 | $4,749,600 | dollars as filed | put |
| TJX Companies Inc | 872540109 | COM | 19,200 | $4,519,307 | dollars as filed | put |
| TJX Companies Inc | 872540109 | COM | 8,200 | $4,519,307 | dollars as filed | call |
| PepsiCo,Inc. | 713448108 | COM | 21,400 | $3,963,708 | dollars as filed | put |
| Walmart Inc. | 931142103 | COM | 12,000 | $3,803,756 | dollars as filed | put |
| Walmart Inc. | 931142103 | COM | 12,000 | $3,803,756 | dollars as filed | call |
| PAYCHEX INC | 704326107 | COM | 34,000 | $3,803,580 | dollars as filed | put |
| PAYCHEX INC | 704326107 | COM | 34,000 | $3,803,580 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 68,500 | $2,846,175 | dollars as filed | put |
| Comcast Corp | 20030N101 | COM | 68,500 | $2,846,175 | dollars as filed | call |
| GENERAL MILLS INC COM | 370334104 | Stock | 36,400 | $2,791,880 | dollars as filed | call |
| FASTENAL CO COM | 311900104 | Stock | 47,300 | $2,790,227 | dollars as filed | put |
| FASTENAL CO COM | 311900104 | Stock | 47,300 | $2,790,227 | dollars as filed | call |
| KRAFT HEINZ CO COM | 500754106 | Stock | 71,100 | $2,524,050 | dollars as filed | put |
| KRAFT HEINZ CO COM | 500754106 | Stock | 71,100 | $2,524,050 | dollars as filed | call |
| CVS Health Corporation | 126650100 | COM | 34,900 | $2,412,637 | dollars as filed | call |
| Amgen Inc. | 031162100 | COM | 10,600 | $2,353,412 | dollars as filed | call |
| TYSON FOODS INC CL A | 902494103 | Stock | 24,900 | $2,286,592 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 11,600 | $2,250,052 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 11,600 | $2,250,052 | dollars as filed | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 10,000 | $2,197,900 | dollars as filed | put |
| Automatic Data Processing,Inc. | 053015103 | COM | 10,000 | $2,197,900 | dollars as filed | call |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 14,300 | $2,081,365 | dollars as filed | put |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 14,300 | $2,081,365 | dollars as filed | call |
| BLACKROCK INC CL A COM | 09247X101 | COM | 3,000 | $2,073,420 | dollars as filed | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 3,000 | $2,073,420 | dollars as filed | call |
| 3M CO COM | 88579Y101 | Stock | 18,900 | $1,891,701 | dollars as filed | call |
| ROSS STORES INC COM | 778296103 | Stock | 4,200 | $1,883,784 | dollars as filed | put |
| ROSS STORES INC COM | 778296103 | Stock | 4,200 | $1,883,784 | dollars as filed | call |
| CVS Health Corporation | 126650100 | COM | 25,600 | $1,769,728 | dollars as filed | put |
| GENERAL MILLS INC COM | 370334104 | Stock | 22,600 | $1,733,420 | dollars as filed | put |
| CUMMINS INC COM | 231021106 | Stock | 6,900 | $1,691,604 | dollars as filed | put |
| CUMMINS INC COM | 231021106 | Stock | 6,900 | $1,691,604 | dollars as filed | call |
| CLOROX CO DEL | 189054109 | COM | 9,700 | $1,542,688 | dollars as filed | call |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 6,700 | $1,519,292 | dollars as filed | put |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 6,700 | $1,519,292 | dollars as filed | call |
| HCA Healthcare Inc | 40412C101 | COM | 5,000 | $1,517,400 | dollars as filed | call |
| EXXON MOBIL CORP | 30231G102 | COM | 7,200 | $1,490,775 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 7,200 | $1,490,775 | dollars as filed | call |
| Lowes Companies,Inc. | 548661107 | COM | 6,300 | $1,421,910 | dollars as filed | call |
| DOLLAR GEN CORP COM | 256677105 | Stock | 8,301 | $1,409,344 | dollars as filed | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 8,300 | $1,409,174 | dollars as filed | put |
| DOLLAR GEN CORP COM | 256677105 | Stock | 8,300 | $1,409,174 | dollars as filed | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 18,500 | $1,397,860 | dollars as filed | put |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 18,500 | $1,397,860 | dollars as filed | call |
| Danaher Corporation | 235851102 | COM | 5,600 | $1,191,308 | dollars as filed | put |
| Danaher Corporation | 235851102 | COM | 5,600 | $1,191,308 | dollars as filed | call |
| Waste Management, Inc. | 94106L109 | COM | 6,500 | $1,127,230 | dollars as filed | put |
| Waste Management, Inc. | 94106L109 | COM | 6,500 | $1,127,230 | dollars as filed | call |
| USBANCORPDEL | 902973304 | COM NEW | 33,437 | $1,104,758 | dollars as filed | |
| USBANCORPDEL | 902973304 | COM NEW | 33,400 | $1,103,536 | dollars as filed | put |
| USBANCORPDEL | 902973304 | COM NEW | 33,400 | $1,103,536 | dollars as filed | call |
| CLOROX CO DEL | 189054109 | COM | 6,900 | $1,097,376 | dollars as filed | put |
| Boeing Company | 097023105 | COM | 5,180 | $1,093,809 | dollars as filed | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 6,400 | $1,069,312 | dollars as filed | call |
| TYSON FOODS INC CL A | 902494103 | Stock | 19,900 | $1,015,696 | dollars as filed | put |
| UnitedHealth Group Inc | 91324P102 | COM | 2,100 | $1,009,344 | dollars as filed | put |
| UnitedHealth Group Inc | 91324P102 | COM | 2,100 | $1,009,344 | dollars as filed | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 5,600 | $1,003,800 | dollars as filed | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 5,600 | $1,003,800 | dollars as filed | call |
| PALO ALTO NETWORKS INC | 697435105 | COM | 3,900 | $996,489 | dollars as filed | call |
| YUM BRANDS INC COM | 988498101 | Stock | 6,900 | $955,995 | dollars as filed | put |
| YUM BRANDS INC COM | 988498101 | Stock | 6,900 | $955,995 | dollars as filed | call |
| KENVUE INC | 49177J102 | COM | 36,100 | $953,762 | dollars as filed | put |
| KENVUE INC | 49177J102 | COM | 36,100 | $953,762 | dollars as filed | call |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 8,400 | $949,872 | dollars as filed | put |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 8,400 | $949,872 | dollars as filed | call |
| McDonalds Corporation | 580135101 | COM | 3,100 | $925,071 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 3,100 | $925,071 | dollars as filed | call |
| International Business Machines Corporation | 459200101 | COM | 6,700 | $896,527 | dollars as filed | put |
| International Business Machines Corporation | 459200101 | COM | 6,700 | $896,527 | dollars as filed | call |
| WILLIAMS COS INC COM | 969457100 | Stock | 27,300 | $890,799 | dollars as filed | put |
| WILLIAMS COS INC COM | 969457100 | Stock | 27,300 | $890,799 | dollars as filed | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 12,000 | $875,280 | dollars as filed | call |
| AFLAC INC COM | 001055102 | Stock | 12,500 | $872,500 | dollars as filed | put |
| AFLAC INC COM | 001055102 | Stock | 12,500 | $872,500 | dollars as filed | call |
| 3M CO COM | 88579Y101 | Stock | 8,500 | $850,765 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 2,211 | $816,788 | dollars as filed | |
| PPG INDS INC COM | 693506107 | Stock | 5,300 | $785,990 | dollars as filed | put |
| PPG INDS INC COM | 693506107 | Stock | 5,300 | $785,990 | dollars as filed | call |
| HCA Healthcare Inc | 40412C101 | COM | 2,500 | $758,700 | dollars as filed | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 12,700 | $730,758 | dollars as filed | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 12,700 | $730,758 | dollars as filed | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,900 | $730,353 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,900 | $730,353 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 2,300 | $714,472 | dollars as filed | put |
| Home Depot, Inc | 437076102 | COM | 2,300 | $714,472 | dollars as filed | call |
| Progressive Corporation | 743315103 | COM | 5,300 | $701,561 | dollars as filed | put |
| Progressive Corporation | 743315103 | COM | 5,300 | $701,561 | dollars as filed | call |
| NETAPP INC COM | 64110D104 | Stock | 9,100 | $695,240 | dollars as filed | put |
| NETAPP INC COM | 64110D104 | Stock | 9,100 | $695,240 | dollars as filed | call |
| Caterpillar Inc. | 149123101 | COM | 2,800 | $688,940 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 2,800 | $688,940 | dollars as filed | call |
| Citigroup Inc. | 172967424 | COM | 13,900 | $639,956 | dollars as filed | put |
| Citigroup Inc. | 172967424 | COM | 13,900 | $639,956 | dollars as filed | call |
| PHILLIPS 66 COM | 718546104 | Stock | 6,500 | $619,970 | dollars as filed | put |
| PHILLIPS 66 COM | 718546104 | Stock | 6,500 | $619,970 | dollars as filed | call |
| Morgan Stanley | 617446448 | COM | 7,200 | $614,880 | dollars as filed | put |
| Morgan Stanley | 617446448 | COM | 7,200 | $614,880 | dollars as filed | call |
| Bank of America Corp | 060505104 | COM | 19,900 | $570,931 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 19,900 | $570,931 | dollars as filed | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 4,102 | $516,647 | dollars as filed | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 4,100 | $516,395 | dollars as filed | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 4,100 | $516,395 | dollars as filed | call |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 15,318 | $464,901 | dollars as filed | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 15,300 | $464,355 | dollars as filed | put |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 15,300 | $464,355 | dollars as filed | call |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 7,700 | $387,002 | dollars as filed | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 7,700 | $387,002 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 1,400 | $366,478 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 1,829 | $354,771 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 1,320 | $337,273 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 2,700 | $307,557 | dollars as filed | |
| BLOCK INC CL A | 852234103 | Stock | 2,200 | $292,908 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 814 | $277,200 | dollars as filed | |
| LUMINAR TECHNOLOGIES INC | 550424105 | COM CL A | 40,000 | $275,200 | dollars as filed | |
| LUMINAR TECHNOLOGIES INC | 550424105 | COM CL A | 40,000 | $275,200 | dollars as filed | call |
| Qualcomm Incorporated | 747525103 | COM | 2,105 | $250,579 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 1,122 | $229,584 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 500 | $211,510 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 500 | $211,510 | dollars as filed | call |
| Starbucks Corporation | 855244109 | COM | 2,067 | $204,757 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 520 | $204,516 | dollars as filed | |
| Starbucks Corporation | 855244109 | COM | 2,000 | $198,120 | dollars as filed | put |
| Advanced Micro Devices,Inc. | 007903107 | COM | 1,700 | $193,647 | dollars as filed | call |
| MODERNA INC | 60770K107 | COM | 1,500 | $182,250 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 765 | $181,672 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 5,456 | $156,533 | dollars as filed | |
| BLOCK INC CL A | 852234103 | Stock | 2,225 | $148,118 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 395 | $103,399 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 73 | $3,116 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001808389-24-000001 | this filing | 2024-02-13 | acceptance time not in the bulk data set |