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- Greg Loehr has been active in the options trading industry since 1990 when he first began working for the preeminent proprietary options trading firm Susquehanna Investment Group. Loehr began his career on the floor of the Chicago Mercantile Exchange in Susquehanna’s FX futures and options operation as part of a team supporting five currency option traders, as well as the firm’s traders on the Philadelphia Stock Exchange and the London spot currency trading desk.
His professional training came in the form of game theory, quantitative option theory and pricing, and position risk management, and he spent time training with the firm’s founding partners before going on to trade the firm’s capital for the next three years as an equity options market maker on the floor of the Chicago Board Options Exchange.
Loehr co-founded Third Millennium Trading, LLC with a Susquehanna colleague after leaving that firm in 1995. He continued to trade on the floor of the CBOE and co-managed the firm's trading desk. He also was responsible for training the firm’s market makers to trade the company’s capital.
After nine years as a member of the CBOE, Loehr left the trading floor. In 2004, he discovered his passion for sharing his knowledge with others, teaching options strategy, and has been teaching online courses and weekend seminars ever since. Loehr’s approach to options education breaks down “theory to tactics” as he details the core skills used by every professional on Wall Street into useable and practical details we can all follow. Loehr has taught thousands of students through webinars and in-person seminars throughout the US and around the globe including Ireland, England, Dubai, Canada and Australia.
Loehr earned his J.D. from The John Marshall Law School in Chicago, IL; and he holds the RG146 license from the Australian Securities Investment Commission.
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|August 2nd, 2013|
|11:49 PM - lrfsdad quoted Greg Loehr in post Option R:R vs. probabilities
Why not just use the delta of the option to calculate the pro...
|July 29th, 2013|
|11:54 AM - Greg Loehr quoted lrfsdad in post Option R:R vs. probabilities
I put this trade on in LULU on Monday. I chose short stri...
|July 26th, 2013|
|02:13 PM - Bermudan Option quoted Greg Loehr in post How to make money on Volatility before earnings?
The $10 is not at risk. The minimum value of the trade in th...
|12:10 PM - Bermudan Option quoted Greg Loehr in post How to make money on Volatility before earnings?
It's not a matter of 'agreeing' about an ITM strangle versus ...
|July 25th, 2013|
|11:58 AM - Bermudan Option quoted Greg Loehr in post How to make money on Volatility before earnings?
As for the calendar and wide bid/ask spreads: no reason to c...
|July 24th, 2013|
|09:28 PM - Bermudan Option quoted Greg Loehr in post How to make money on Volatility before earnings?
By ITM, do you mean one option or both options ITM? Not sure...
|03:45 PM - Cogito ergo sum quoted Greg Loehr in post How to make money on Volatility before earnings?
AAPL calendar is up 46%; GD strangle is down 5%. Put them to...
|10:11 AM - Greg Loehr quoted Bermudan Option in post How to make money on Volatility before earnings?
Another option is an in the money strangle. For starters there's a...
|July 23rd, 2013|
|07:52 PM - Bermudan Option quoted Greg Loehr in post How to make money on Volatility before earnings?
Here's an idea for AAPL earnings today after the close: Buy ...