agreed with above. Having a mating pair is the best way, or seeing eggs in your tank and the only fish in there is an oscar
Venting can be harmful to the fish if not done by a professional, but it is the only way to find out definitively, other than watching one lay eggs.
How big is your oscar? If it is under 9", then it is nearly impossible to tell anyway. If yours if full grown, try to take a picture of the underside. There is a slight difference between the vent areas, though very slight, and one might be able to tell if the picture is clear enough and the fish is old enough.
I say to do it this way, because it requires no handling, and someone who has had lots of oscars most likely can determine the sex by the size of the vent (especially if they have had a breeding pair). If your oscar is at least a year old and 10", there is a decent chance, otherwise wait a while.
For you to try and determine for youself, here is the basic concept. males 'vent' is smaller than a females 'vent'. So from head to tail a male will look closer to this H--oo-T, while a female with be more like this H--oO-T. The first part is where detrius falls out
then the second part is the reproductive spot, either for the 'fertilizer' or the eggs
Woot! Kid friendly explanation