COBRA quote is huge, any alternatives?

I was offered COBRA and the monthly cost is more than I expected as an IT help-desk technician. 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 saved me later.

I priced both side by side: total yearly cost, doctors in network and the deductible. Marketplace was cheaper for us, but only because our doctors were covered.