In her 1990 journal article published in Studies in Short Fiction entitled "The Shadow of a Satyr in Oates's 'Where Are You Going, Where Have You Been?" literary critic Joan Easterly posits that the name "Ellie Oscar is a parody of the name of the Greek god of mercy, Elios." This is a highly defensible theory of the name's symbolism because Ellie Oscar functions not as a person who will intervene and stop Arnold Friend in his unrelenting pursuit of Connie, but as Arnold Friend's henchman.

Ellie Oscar is present in body only as he keeps a transistor radio to his ear and doesn't interfere as Arnold toys with Connie. Connie notices too late that like Arnold, Ellie looks quite old. If readers accept the interpretation of the story that Arnold is a Satanic figure, he is quite ancient. His companion, Ellie, is ironic, suggesting that the lesser god of mercy is impotent when compared to Arnold Friend's own power. 

Ellie Oscar, the strange and silent man who accompanies Arnold Friend to Connie's house, has a name that seems ambiguous and hard to pin down. His first name sounds traditionally feminine, and it seems to indicate that he is using a false identity. He wears sunglasses, and it is impossible for Connie to get a read on what Ellie is thinking. Ellie's first and last names bring together typically feminine and masculine names in a way that might appeal to Arnold Friend and his cronies, as they are clearly interested in finding (and possibly harming) younger women and girls. The name "Oscar" has many connotations. First, it calls to mind the glamour of the Academy Awards, often referred to as the Oscars. Ellie aims for this type of glamour, and it also recalls Ellie Oscar's association with Arnold's car, which is part of the facade Ellie hides behind.