Salad: Using a sharp knife, remove the peel and white pith from the orange. Working over a small bowl, slice between the membranes to release the orange segments, letting the juice and segments fall into the bowl (reserve the juice for the dressing). Using a slotted spoon, transfer the orange segments to a large bowl. Add the lobster, avocados, mango, and scallions.
Dressing: In a small bowl, whisk together the olive oil and lime juice. Whisk 2 tablespoons of the reserved orange juice into the dressing and season with salt and pepper, to taste. Pour the dressing over the lobster mixture and toss gently to coat.
Divide the salad greens between 4 glasses or bowls. Spoon the lobster salad on top and serve.