The moral of the play is that you cannot escape fate, no matter how hard you try. Jocasta and Laius thought they could outsmart fate by exposing their infant son to the elements, which would lead to his death. They didn't count on fate's stepping in and having a kind-hearted shepherd give the baby to another shepherd, who eventually gave the child to King Polybos. Oedipus, thinking he was the son of Polybos, would never imagine killing his own father. But that's what he did when he killed Laius. And everyone was horrified when they learned that fate had succeeded in fully carrying out the prophecy by having Oedipus marrying and have children with his own mother.
To paraphrase the old commercial, "It's not nice to fool Fate!"
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You cannot escape you're fate no matter what you try to do. Oedipus is bound by his fate instead of his free will. He leaves his adopted home in search of another so he can avoid the prophecy. He literally does anything and everything he can to make sure he will not be affected by the prophecy. However, because of this once he has his old home back, unknowingly, he bedded his mother (yeah I know its gross), and sired children. He became his own downfall in trying to escape from his fate. This shows fate is inevitable.