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Oscars are always hungry. The fact that your Oscar is eating is a good sign. The first thing you must do is check your water conditions. You need to check for ammonia, nitrite, nitrates and pH. Fish can change colour, especially go darker if they want to be inconspicuous because maybe they are not feeling too good. However, like I said, your fish is eating so I don't imagine it's feeling ill.
What if the temperature of your water? Have you got any other fish? if so, is there any bullying going on? What size tank have you got? Have you got another aquarium that you can put the Oscar in just to see if it changes back to its normal colour again?