OSCR as of Nov 1 · 03:07 ET

OSCRNYSEHospital & Medical Service Plans

Oscar Health, Inc. · Brief

Next report

4 days

Nov 5 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±10.9%implied · report alone

27.0633.68

straddle ±11.2%

spot 30.37exp Nov 6ATM strike 30.5ATM straddle 4.00IV 119%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±11.9%
avg realized: ±9.0%

Feb 4 '25±17.2%▲+3.08%×0.18

May 7 '25±14.4%▲+30.22%×2.10

Jul 22 '25±9.2%▲+7.93%×0.86

Aug 6 '25±9.7%▲+3.76%×0.39

Q3 FY25±9.4%▼−2.76%×0.29

Feb 10 '26±12.0%▲+1.74%×0.15

Q1 FY26±10.1%▲+10.59%×1.05

Q2 FY26±13.5%▼−11.86%×0.88

quarterimplied−35%0+35%realized×

Q2 FY26±13.5%▼−11.86%×0.88

Q1 FY26±10.1%▲+10.59%×1.05

Feb '26±12.0%▲+1.74%×0.15

Q3 FY25±9.4%▼−2.76%×0.29

Aug '25±9.7%▲+3.76%×0.39

Jul '25±9.2%▲+7.93%×0.86

2 older reports

May '25±14.4%▲+30.22%×2.10

Feb '25±17.2%▲+3.08%×0.18

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 5 report · est.

Bull2

4tracked funds holding OSCRN-PORT · Aug 31 '26

406managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

6 of 8recent reports where the move came in under the options-implied rangeEarnings history

7 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

OSCR report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 22impliedImplied move: ±12.3% into Nov 5 earnings (Oct 22 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.