What move does the options market price into Oscar Health's report?

Implied ±11.1%, either direction.

How often does Oscar Health move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

OSCRNYSEHospital & Medical Service Plans

Oscar Health, Inc. (OSCR) earnings date, market-implied expected move, and options open interest by expiry

32.29

+1.29 · +4.17%

Regular session14:40 ET

Open30.89Volume4.5MMkt cap$9.6BP/E20.44EPS1.58

Day30.82 – 32.3795%52-wk10.69 – 35.0189%

OSCR

Oscar Health, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.1%implied · report alone

8Q avg ±9.0%·×1.24·rich

27.5534.45

straddle ±11.5%

spot 31.00exp Nov 6ATM strike 31ATM straddle 4.18IV 162%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−11.86%

vs ±13.5% implied · ×0.88

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

21hHCA · supplierHCA Healthcare commences senior notes offering; elects to redeem $1.200 billion 4.500% notes due Feb 2027
1dAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group
2dGOOGL · supplierWhy AI is boosting Meta's ad business while hurting Google search

News

Largest filed tie

13F top-10 QoQ

+16.14%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

406 managers

Top fund weight

0.21%

OSCR weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Oscar Health (OSCR) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

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

Feb 4 '25Feb 4 '25confirmed±17.2%▲+3.08%×0.18

May 7 '25May 7 '25confirmed±14.4%▲+30.22%×2.10

Jul 22 '25Jul 22 '25confirmed±9.2%▲+7.93%×0.86

Aug 6 '25Aug 6 '25confirmed±9.7%▲+3.76%×0.39

Q3 FY25Nov 6 '25confirmed±9.4%▼−2.76%×0.29

Feb 10 '26Feb 10 '26confirmed±12.0%▲+1.74%×0.15

Q1 FY26May 6 '26confirmed±10.1%▲+10.59%×1.05

Q2 FY26Aug 6 '26confirmed±13.5%▼−11.86%×0.88

quarterimplied−35%0+35%realized×

Q2 FY26±13.5%▼−11.86%×0.88

Q1 FY26±10.1%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 26 close

1.03OI · 10 expiries · Oct 26 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,623+90%Nov 63d2,543+79%

578+90%Nov 1310d0.461,262+13%0.46

30,692+24%Nov 2017d1.2225,138+17%1.22

124+14%Nov 2724d1.5580+10%1.55

232—Dec 431d0.51455—0.51

5 later expiries

418+6%Dec 1845d1.22344+26%1.22

45,465+3%Jan 1573d0.40

ExpiryPutsCallsP/C

Nov 63d2,623+90%2,543+79%1.03

Nov 1310d578+90%1,262+13%0.46

Nov 2017d30,692+24%25,138+17%1.22

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±11.5%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

7.41%as filednet margin · revenue +5.01% QoQ · +70.40% YoY

Revenue

$4.9B+5.01% QoQ

Gross profit

$1.1B−23.39% QoQ

22.25% margin

Operating income

$389M−44.80% QoQ

7.96% margin

Pre-tax income

$383M−45.19% QoQ

Net income

$362M−46.71% QoQ

7.41% margin

Cost of revenue

$3.8B+17.48% QoQ

Operating expenses

$697M−2.26% QoQ

SG&A $691M

Depreciation $6M

Other expense

$6M

Tax

$21M+7.26% QoQ

Revenue$4.9B+5.01%

Gross profit

$1.1B−23.39%

22.25% margin

Operating income

$389M−44.80%

7.96% margin

Pre-tax income

$383M−45.19%

Net income

$362M−46.71%

7.41% margin

Cost of revenue

$3.8B+17.48%

Operating expenses

$697M−2.26%

SG&A $691M

Depreciation $6M

Other expense

$6M

Tax$21M+7.26%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

FOMC ×1.29· ±4.2% vs ±3.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.2%10 of 24×1.29

NFPjobs report±3.2%8 of 10×0.99

CPIconsumer prices±2.7%5 of 10×0.83

GDPgross domestic product±2.4%11 of 19×0.73

PPIproducer prices±2.2%4 of 10×0.67

CPROFcorporate profits±2.0%6 of 12×0.62

PCEpersonal income & outlays±1.9%9 of 19×0.58

Bar = avg |move| to ±5% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS 1.10 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.10	—
Q1 FY26	May 6 '26 · confirmed	2.07	—
Q3 FY25	Nov 6 '25 · confirmed	-0.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod