Health insurance gap after a layoff after 16 years as an operations analyst

My employer coverage ended at the end of the month and I am trying to work out what to do as an operations analyst. I have read a lot of threads here and could not find my exact situation. The COBRA notice arrived with a very high price. What did you choose and how was the process?

Thanks for writing this out. I went through something close to it last year, and it settled down once I kept a simple log of every call and form.