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Let \\(G = (E,F,u_1,u_2)\\) be a two-person non-zero-sum game with finite players' strategy spaces \\(E\\) and \\(F\\), and with players' payoff functions \\(u_1\\) and \\(u_2\\), respectively. Let \\(G^{0}\\) be an {outside option game}, that is the following modification of \\(G\\): First Player 1 decides between two of his new strategies, ``out'' and ``in''. If he chooses ``out'' the game ends with a payoff vector \\((x,y)\\) to the players. If Player 1 chooses ``in'' the players play the game \\(G\\). It is assumed that there exists a {forward induction equilibrium} \\(s^*\\), which is Player 1's preferred Nash equilibrium in \\(G\\) satisfying \\(u_1(s^*) > x > u_1(s)\\) for any other equilibrium \\(s\\) in \\(G\\).  The paper discusses three properties of the sets of Nash equilibria in outside option game \\(G^{0}\\). The first result is an example of the game \\(G^{0}\\) with zero index showing that the outside option component \\(M\\) for this game (the set of Nash equilibria \\((s_1,s_2)\\) in \\(G^{0}\\) with \\(s_1(``\\text{Out}\")>0\\)) can be essential. Next, it is shown for the same game that the set \\(M\\) do not have to be hyperstable. 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