On the sixth floor of the historic Puck Building, in SoHo, are the headquarters of Oscar, a two-year-old startup that sells health insurance to individuals. The office, like the building’s Shakespearean namesake, has a certain playfulness: the walls double as chalkboards, kegs of beer round out the kitchen, and the names of the conference rooms refer to famous Oscars, including one called Bluth, after the “Arrested Development” character.