Switch off aquarium lights if you have kept any on and put some tube or something for it to hide
+1. This helps ton and I do this whenever I add a new fish to the tank. In my experience leaving bright light after introducing a fish can induce shock. That being said it is very common for oscars to "sulk" at the bottom when stressed and there is really nothing wrong with them. Just keep and eye on him/her. It should change in a couple of days or less.