You can tell by their tubes.
Males are shaped more like a pencil, females are shaped more like the bottom of an ice cream cone.
Also, females generally have more body mass.
Well I did not want to come out and say it but here it is.
Females are chunkier than males.
Especially once they are adult size.
But after keeping fish for almost 30 years, I can pretty much look at an adult oscar and tell you what sex it is.