Who drops it?
Oxium Osprays drop Oxium, they have an orange glow around them so they are easy to spot.
There are other levels to find Oxium on of course, pretty much any Corpus map will have a good chance. But this takes about 10 minutes to complete and drops around 120-180 per run. Which isn’t bad.
Take a warframe that can do alot of damage to the Ospreys so that they die before they charge you. I like to use frost and his ultimate skill. It doesn’t always kill them in one hit but they are still frozen leaving time to pick them off with a rifle. His first skill is also great fo that reason.
Oxium is an uncommon component. Dropped by the uncommonly encountered Oxium Osprey with a guaranteed drop rate, it can be found in quantities of 7-12 and will only drop if the Osprey is killed before it destroys itself by charging against the player, an ally, or a wall.
Oxium can also be found as alert rewards, by destroying Storage Containers, and by opening Caches in Orokin Derelict Sabotage missions.