You should be offered COBRA, but it can be extremely cost prohiptive for most people. I've personally seen COBRA premiums range from $250 a month up to $2,250 per month with the average being around the $1,000 mark per month.
To give you your options, I would need to know your age, health status, current medications, etc.
The bottom line is,
individual health insurance will probably be your best bet if you qualify because it's generally a fraction of the cost of COBRA.
Whatever you do, make sure you look at options from at least 3 carriers and better yet, use an actual insurance broker that specializes individual health insurance and works with all the major carriers in Ohio.
Source: http://www.iHealthBrokers.com