Abstarct: This research examines the impact of idiosyncratic risk on the option volatility of trading options of companies listed on the Tehran Stock Exchange. This research is one of applied studies in terms of its purpose, and it is baxsed on objective and real data and post-event data, and it is one of the category of causal research. The statistical population of this research includes the companies admitted to the Tehran Stock Exchange, which had trading options in the period of 2012-2018. After collecting the data required for the research, Excel software was used to sort and calculate the variables, and EViews software was used to test the research hypotheses. The research hypothesis refers to the effect of idiosyncratic risk on the option volatility, which is tested by quantile regression. The results of the research show that the special risk has a positive and significant effect on the performance of the buy and sell option. This effect on the performance of the call option is much greater than the effect of the special risk on the performance of the put option.