MCP Launch Celebration! $14.99/mo
--d
:
--h
:
--m
:
--s
Get Started

OSCR options: IV rank, expected move and trade screens

Oscar Health, Inc. · Financials

As of the close on . In the app, data is refreshed intraday.

OSCR closed at $29.90 on Oct 1, 2026 with 30-day implied volatility of 64.7%. That is near the bottom of its one-year range (IV rank 14), so options on OSCR are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 11% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $5.42, or 18.1%.

The price is above its 200-day moving average (+36.8%) but below its 50-day (-2.7%), a pullback inside a longer uptrend. It is 11.6% below its 52-week high and 175.6% above its 52-week low. The 14-day RSI of 44.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.66, about 5.6% of the price, a measure of a typical day's range.

Option volume at the close (8.97K contracts) was 0.7x its average, quieter than usual. A beta of 1.36 means OSCR has tended to move about 1.4 times as much as the broad market. 3 of our preset screens found trades on OSCR at the close, led by Long Call Butterflies for Pinning with 8 trades.

OSCR stats at the close

Price
$29.90
Market cap $8.98B
Implied volatility
64.7%
30-day, at the money
IV rank
14
IV sits 14% of the way from its one-year low to its one-year high.
IV percentile
11
IV is higher than 11% of the past year's readings.
ATR (14-day)
$1.66
5.6% of the price on a typical day
RSI (14-day)
44.9
Between 30 and 70, neutral
52-week range
-11.6% from high
+175.6% from the 52-week low
Moving averages
-2.7% vs 50-day
+36.8% vs the 200-day
Beta
1.36
Sensitivity to the broad market
Option volume
0.7x avg
8.97K contracts vs 13.8K average

OSCR expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 9, 20268 days58.7%±$2.60 (8.7%)$27.30 to $32.50$2.08
Oct 30, 202629 days64.3%±$5.42 (18.1%)$24.48 to $35.32$4.31
Nov 20, 202650 days76.8%±$8.50 (28.4%)$21.40 to $38.40$6.75
Dec 18, 202678 days71.0%±$9.82 (32.8%)$20.08 to $39.72$7.78

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for OSCR from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

OSCR options FAQ

What is OSCR's IV rank?
At the close on Oct 1, 2026, OSCR's IV rank was 14 with 30-day implied volatility of 64.7%. IV sits 14% of the way from its one-year low to its one-year high. Its IV percentile was 11: IV is higher than 11% of the past year's readings.
What is the expected move for OSCR?
Based on the close on Oct 1, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $5.42 (18.1%), a range of $24.48 to $35.32. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on OSCR?
At the close on Oct 1, 2026, these OptionClaws preset screens had passing trades on OSCR: Long Call Butterflies for Pinning (8), Married Put Protection (2), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is OSCR option volume above average?
On Oct 1, 2026, OSCR option volume was 0.7x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.