OSCROscar Health, Inc.
Options Analysis Report•HOSPITAL & MEDICAL SERVICE PLANS
Market Cap $4.7B|NYSE
● 2026-04-17$15.79
BULLISH
Analysis: 2026-04-16 EOD data
1Y +35.7%YTD +5.5%7D +9.3%
Options Vol
16,800
30D
Implied Move
±21.5%
IV Rank
26%
OSCR Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.0
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 79.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.98x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — above sector median
Term Structure
<1.1xFront/Back 0.84x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 69.6% — normal range
Spread-Adjusted Value
<80%Effective IV 90.0% (ATM 69.6% + spread 10.2% + bias) — expensive
Execution Efficiency
<3.0%Total drag 15.17% (spread 10.22% + slippage 4.95%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.48 (vega 1.512 / spread 10.22%) — spread drag
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -16%, Raw: -10%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -16% (bearish) — Raw: -10%
OI Skew Magnitude
≥15%|OI skew| 44.1% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +42.5%, OI skew +44.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 19%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -15%, ATM: -30%, OTM: -7% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 44% — bullish vs sector
Activity
Unusual activity?
4.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 2.8% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +6.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 62% — active vs sector
Trade Quality
≥30%Large trade volume 28% — mixed
Execution Urgency
≥60%Aggressive execution 37% — patient
Flow Conviction
≥30Conviction -16 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 10.2% — wide
Adequate OI
≥10,000OI 598,105 — deep
Active Volume
≥500Volume 16,800/day — active
Reasonable Cost
≤$0.50$0.51 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 80% — wider than sector
Order Book Depth
≥100 contractsDepth 624.0 contracts (bid:318.4 ask:305.6) — deep
Execution Quality
<1.0%Avg slippage 4.95% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -15.6% — contango
IV Percentile Clarity
<30 or >70IV percentile 80% — seller opportunity
Event Detection
≥10pts kinkIV kink -11.4pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 48.93 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -16% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 58 (ITM 20% + inst 28%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.9
bullishIV fair, mixed flow
Covered Call4.6
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.