It is not possible to change the price of custom options at different scopes. If you change the scope when editing a product and change the price of a custom option the value is changed across all scopes. This functionality was present in Magento 1.
Steps to reproduce
Create a Magento environment with multiple websites and store views
Create a simple product
Add a custom option to the product with different values with different pricing
Save the product
Change the store view scope you are editing in and change the pricing of the custom options
Review the custom option pricing at default and other storeview scopes
Price of the custom option should be different at the storeview scope.
Price of the custom option is changed to the new value at all scope levels