IntraAlpha
Create free account Start free

Oscar Health Inc OSCR

HEALTHCARE · HEALTHCARE PLANS
i

Market dataready · fetched 2026-10-16T02:51:34.397Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003305027Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T02:51:33.861944+00:00

Research2026-08-31 · 46 entries · 27 trades · 0 option records · 1380 price bars

Share price$33.47
1D-2.3%
AH$32.56$33.00$33.45$33.90$34.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSCR
Sold putSold callAH

Oscar Health Inc options

Live interpolated OSCR call and put midpoint premiums by absolute delta.Oscar Health Inc$0.08$0.85$1.62$2.39$3.16$31.56$32.45$33.35$34.25$35.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSCR spot · $33.47OSCR PRICE$0.30$0.20$0.27$0.34$0.41$0.47$0.53$0.59$0.66$0.72$0.91$1.16$1.35$0.16$0.22$0.30$0.38$0.45$0.51$0.57$0.70$0.82$1.53$2.23$2.37$2.94
PutsExpensive1.41×
CallsExpensive1.29×
SkewBearish+16.16 pp
Implied moveBearish±$1.11
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.47225.3%12.8%32.2982.6%4.0%
25Δ34.4478.1%3.5%32.5779.9%3.3%
30Δ34.2681.1%3.2%32.7584.2%3.1%
35Δ34.0884.1%2.8%32.9288.6%2.8%
40Δ33.8983.9%2.5%33.1188.2%2.4%
45Δ33.7081.2%2.1%33.3183.9%2.0%
50Δ33.5078.4%1.7%33.5079.7%1.6%
55Δ33.3574.8%1.4%33.6981.5%1.4%
60Δ33.2071.1%1.1%33.8983.4%1.2%
65Δ33.0567.4%0.9%34.48133.8%1.6%
70Δ32.8172.9%0.7%35.16166.4%1.6%
75Δ32.5382.6%0.7%35.45153.7%1.2%
80Δ32.2982.5%0.5%36.11167.7%0.9%

20Δ

Calls
Pseudo strike
37.47
IV
225.3%
B/E move
12.8%
Puts
Pseudo strike
32.29
IV
82.6%
B/E move
4.0%

25Δ

Calls
Pseudo strike
34.44
IV
78.1%
B/E move
3.5%
Puts
Pseudo strike
32.57
IV
79.9%
B/E move
3.3%

30Δ

Calls
Pseudo strike
34.26
IV
81.1%
B/E move
3.2%
Puts
Pseudo strike
32.75
IV
84.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
34.08
IV
84.1%
B/E move
2.8%
Puts
Pseudo strike
32.92
IV
88.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
33.89
IV
83.9%
B/E move
2.5%
Puts
Pseudo strike
33.11
IV
88.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
33.70
IV
81.2%
B/E move
2.1%
Puts
Pseudo strike
33.31
IV
83.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
33.50
IV
78.4%
B/E move
1.7%
Puts
Pseudo strike
33.50
IV
79.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
33.35
IV
74.8%
B/E move
1.4%
Puts
Pseudo strike
33.69
IV
81.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
33.20
IV
71.1%
B/E move
1.1%
Puts
Pseudo strike
33.89
IV
83.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
33.05
IV
67.4%
B/E move
0.9%
Puts
Pseudo strike
34.48
IV
133.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
32.81
IV
72.9%
B/E move
0.7%
Puts
Pseudo strike
35.16
IV
166.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
32.53
IV
82.6%
B/E move
0.7%
Puts
Pseudo strike
35.45
IV
153.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.29
IV
82.5%
B/E move
0.5%
Puts
Pseudo strike
36.11
IV
167.7%
B/E move
0.9%

Company coverage

Moat

Narrow

AI-powered operations (50%+ of onboarding/post-care instructions, 90% faster response times). Condition-specific plans for chronic diseases show high retention. But switching costs in health insurance remain low (annual enrollment cycles). Larger co…

Physical assets

Minimal

Cloud-native health insurer with no significant physical assets. ~$5.5B in cash/investments and $1B in insurance subsidiary capital, but these are financial assets. No factories, owned data centers, or scarce infrastructure.

Software / hardware

Software98%
Hardware2%

Growth. AI-powered underwriting and condition-specific plans drive member retention as Oscar targets profitability expansion across underserved chronic disease insurance segments. Primary assets. AI health insurance platform, insurance subsidiary ca…

Latest entries
  1. manual · sw-hw

    Growth. AI-powered underwriting and condition-specific plans drive member retention as Oscar targets profitability expansion across underserved chronic disease insurance segments. Primary assets. AI health insurance platform, ins…

  2. manual · physical-assets

    Cloud-native health insurer with no significant physical assets. ~$5.5B in cash/investments and $1B in insurance subsidiary capital, but these are financial assets. No factories, owned data centers, or scarce infrastructure.

  3. manual · moat

    AI-powered operations (50%+ of onboarding/post-care instructions, 90% faster response times). Condition-specific plans for chronic diseases show high retention. But switching costs in health insurance remain low (annual enrollmen…

Recent records
Action Type Relative size
SELL Equity +100%
BUY Equity +21%
BUY Equity +17%
BUY Equity +3%
BUY Equity +1%
BUY Equity +0%
BUY Equity +7%
BUY Equity +0%
BUY Equity +0%
BUY Equity +3%
BUY Equity +7%
BUY Equity +7%
BUY Equity +3%
BUY Equity +3%
BUY Equity +3%
BUY Equity +3%
BUY Equity +3%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%

Notes

Full portfolio moat / asset analysis

AI-powered operations (50%+ of onboarding/post-care instructions, 90% faster response times). Condition-specific plans for chronic diseases show high retention. But switching costs in health insurance remain low (annual enrollment cycles). Larger competitors (UnitedHealth, Elevance) can replicate technology with superior scale. The moat is service/technolog…

Full portfolio moat / asset analysis

Cloud-native health insurer with no significant physical assets. ~$5.5B in cash/investments and $1B in insurance subsidiary capital, but these are financial assets. No factories, owned data centers, or scarce infrastructure.