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Oscar Health Inc OSCR

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-16T00:21:05.278Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:04.760727+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$0.50$3.45$6.39$9.34$12.28$23.27$28.30$33.34$38.38$43.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSCR spot · $33.47OSCR PRICE$0.82$1.10$1.35$1.66$2.03$2.43$2.71$3.16$3.68$4.19$4.67$5.33$6.73$1.05$1.41$1.75$2.20$2.65$3.34$3.86$4.41$5.21$6.21$6.66$9.10$11.43
PutsExpensive1.12×
CallsExpensive1.08×
SkewBearish+2.43 pp
Implied moveBearish±$6.57
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6178.3%29.8%28.1378.7%19.1%
25Δ40.9478.8%25.6%29.3178.7%16.6%
30Δ39.2076.1%21.2%30.4776.8%14.2%
35Δ37.8975.8%18.2%31.5376.9%12.4%
40Δ36.7977.1%16.0%32.5376.4%10.7%
45Δ35.7478.4%14.0%33.6279.5%9.5%
50Δ34.5374.2%11.3%34.6178.3%8.1%
55Δ33.5374.7%9.6%35.6476.3%6.7%
60Δ32.5475.7%8.2%36.7977.1%5.6%
65Δ31.5575.3%6.8%38.1178.8%4.7%
70Δ30.5973.0%5.3%38.9673.7%3.5%
75Δ29.5472.9%4.2%41.5783.9%3.0%
80Δ27.9381.7%3.5%44.1588.6%2.2%

20Δ

Calls
Pseudo strike
42.61
IV
78.3%
B/E move
29.8%
Puts
Pseudo strike
28.13
IV
78.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
40.94
IV
78.8%
B/E move
25.6%
Puts
Pseudo strike
29.31
IV
78.7%
B/E move
16.6%

30Δ

Calls
Pseudo strike
39.20
IV
76.1%
B/E move
21.2%
Puts
Pseudo strike
30.47
IV
76.8%
B/E move
14.2%

35Δ

Calls
Pseudo strike
37.89
IV
75.8%
B/E move
18.2%
Puts
Pseudo strike
31.53
IV
76.9%
B/E move
12.4%

40Δ

Calls
Pseudo strike
36.79
IV
77.1%
B/E move
16.0%
Puts
Pseudo strike
32.53
IV
76.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
35.74
IV
78.4%
B/E move
14.0%
Puts
Pseudo strike
33.62
IV
79.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
34.53
IV
74.2%
B/E move
11.3%
Puts
Pseudo strike
34.61
IV
78.3%
B/E move
8.1%

55Δ

Calls
Pseudo strike
33.53
IV
74.7%
B/E move
9.6%
Puts
Pseudo strike
35.64
IV
76.3%
B/E move
6.7%

60Δ

Calls
Pseudo strike
32.54
IV
75.7%
B/E move
8.2%
Puts
Pseudo strike
36.79
IV
77.1%
B/E move
5.6%

65Δ

Calls
Pseudo strike
31.55
IV
75.3%
B/E move
6.8%
Puts
Pseudo strike
38.11
IV
78.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
30.59
IV
73.0%
B/E move
5.3%
Puts
Pseudo strike
38.96
IV
73.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
29.54
IV
72.9%
B/E move
4.2%
Puts
Pseudo strike
41.57
IV
83.9%
B/E move
3.0%

80Δ

Calls
Pseudo strike
27.93
IV
81.7%
B/E move
3.5%
Puts
Pseudo strike
44.15
IV
88.6%
B/E move
2.2%

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…

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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.