An oxymoron is a phrase that uses two contradictory or opposing terms while an antithesis is a device that presents two contrasting ideas in a sentence (but not in the same phrase).
An oxymoron is a figure of speech in which two contradictory or opposing ideas appear in the same phrase. It is used to a point more subtly – for humour or for reflection – than by using a direct reference. For example:
An antithesis is a literary device that uses two contrasting or opposing ideas in a sentence to create a contrasting effect. The presence of the two opposing ideas is to bring out a deeper meaning by drawing the attention of the listener/reader and through emphasis. For example: