Yes. When employer contributions to COBRA premiums end, you are eligible for a SEP to enroll in marketplace coverage.  You have 60 days from the date the employer premium contribution ends to sign up.  In addition, in HealthCare.gov states, if you know the date when employer premium contributions to COBRA will end, you can apply up to 60 days in advance of that date and have new marketplace coverage take effect on the first day of the month in which the triggering event occurs (e.g.-loss of health coverage).