OSCR Gamma Exposure, IV Rank & Implied Volatility
Oscar Health Inc. (OSCR) options data — GEX, IV rank, options chain & Greeks
OSCR options trade with implied volatility typically in the 40% - 90% range, averaging N/A in daily volume with moderate liquidity. Next earnings: See earnings calendar.
An IV rank near 19.9 (the value shown here is illustrative) would mean implied volatility is in roughly the 19.9th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live OSCR IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real OSCR IV history on the live platform →
Comprehensive options market data for Oscar Health Inc.
OSCR Options at a Glance
What's Covered in This Guide
1 About Oscar Health Inc. (OSCR)
Oscar Health is a health insurance technology company using data and technology to personalize insurance. The company focuses on individual and small group health insurance markets.
Company Profile
Key Dates
Oscar Health Inc. operates in the Healthcare sector.
2 OSCR Options Market Overview
OSCR options provide moderate liquidity for options traders.
Liquidity Assessment: Moderate
OSCR options are available for trading across multiple expirations.
3 OSCR Implied Volatility & IV Rank
OSCR implied volatility reflects inherent uncertainty in healthcare outcomes, clinical trials, and regulatory decisions. IV patterns follow earnings and FDA catalysts.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short OSCR options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
OSCR IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
OSCR Gamma Exposure (GEX)
Gamma Exposure analysis for OSCR reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: OSCR tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common OSCR Options Strategies
These are strategies commonly used by traders on OSCR options, based on typical market characteristics. This is not investment advice.
Popular for OSCR shareholders seeking additional income.
Defined-risk directional exposure on OSCR.
Range-bound strategy for OSCR between events.
Key Considerations for OSCR Options
- OSCR options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
Frequently Asked Questions: OSCR Options
What is OSCR's typical implied volatility?
OSCR implied volatility typically ranges from 40% - 90%.
Does OSCR have weekly options?
OSCR may have limited weekly options.
What is OSCR's options trading profile?
OSCR (Oscar Health Inc.) options trade with moderate liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 40% - 90% range. The position sits in the Healthcare category for portfolio diversification and options strategy design.
How does OSCR implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on OSCR?
Popular strategies on OSCR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 40% - 90% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is OSCR's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence OSCR's intraday price action. OSCR tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live OSCR GEX levels and the gamma-flip point on ApexVol.
What is OSCR's IV rank?
OSCR's IV rank shows where OSCR's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. OSCR implied volatility typically ranges from 40% - 90%. Check OSCR's live IV rank and percentile on ApexVol's IV analytics.
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