COBRA quote is huge, any alternatives?

I was offered COBRA and the monthly cost is more than I expected as a software tester. My old employer will not help with the premium. Is the decision time really that tight?

Keep everything in writing and save the confirmation numbers. It made the follow-up calls so much easier.

Thanks for writing this out. I went through something close to it 3 months ago, and it got easier once I kept a simple log of every call and form.