"Oxymoron" is an oxymoron

"First attested in the 17th century, noun use of 5th century Latin oxymōrum ‎(adj), neut. nom. form of oxymōrus ‎(adj), from Ancient Greek ὀξύμωρος ‎(oksúmōros), compound of ὀξύς ‎(oksús, “sharp, keen, pointed”) (English oxy-, as in oxygen) + μωρός ‎(mōrós, “dull, stupid, folly”) (English moron ‎(“stupid person”)). Literally “sharp-dull”, "keen-stupid" or "pointed folly" – itself an oxymoron, hence autological.

Compare sophomore ‎(literally “wise fool”).

Historically, an oxymoron was "a paradox with a point", where the contradiction seems absurd at first glance, and yet is deliberate, its purpose being to underscore a point or to draw attention to a concealed point. The modern usage of oxymoron as a synonym for the simpler contradiction in terms is considered incorrect by some speakers and writers, and is perhaps best avoided in certain contexts."

More at Wikipedia.  Heard on a podcast of No Such Thing As A Fish.