Start by calling your current carrier directly — since you're the policyholder, you're the only one who can cancel an individual health plan, so this isn't something Thatch or your employer can do for you.
Ask them to cancel your policy and request a refund for any unused premium.
From there, let your employer know about the change, since they may need to reconcile premiums that were already deducted from your paycheck.
Enroll in your new plan during your open enrollment or special enrollment window, and time your cancellation date to line up with your new plan's start date so your coverage doesn't lapse in between.