In Options Trading, What Risk Is Analogous to the Estimation Error in Transaction Fees?

The estimation error in transaction fees is analogous to "execution risk" or "slippage" in options trading. Execution risk is the possibility that an order is filled at a price worse than expected.

If a fee is estimated too low, the transaction is delayed (poor execution). Similarly, in options, slippage occurs when the market moves between order placement and execution.