Healthcare · Healthcare
OSCR Implied Volatility, IV Rank & Options Chain
Oscar Health Inc. (OSCR) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Oscar Health Inc.
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On this page
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.
OSCR implied volatility
As of 2026-09-01As of 2026-09-01, OSCR's 30-day implied volatility is 66.9%, placing its 1-year IV percentile at 21.0 — above 21.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
OSCR live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live OSCR chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
OSCR options at a glance
- Daily volume
- N/A
- IV range
- 40% - 90%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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
- Sector
- Healthcare
- Industry
- Health Insurance
- Market cap
- $5B+
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Oscar Health Inc. operates in the Healthcare sector.
OSCR options market overview
OSCR options provide moderate liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Not available
- LEAPS available
- Yes
Liquidity assessment: Moderate
OSCR options are available for trading across multiple expirations.
OSCR implied volatility and 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.
The smile, the term structure and the cone for OSCR, on today's chain.
Open the Volatility LabOSCR 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.
Where the gamma sits on OSCR right now, strike by strike.
See live OSCR GEXCommon OSCR options strategies
These are strategies commonly used by traders on OSCR options, based on typical market characteristics. This is not investment advice.
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
OSCR key events
Earnings months. January, April, July, October
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-09-01. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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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