YieldOptions.fs

let maybeAValue = Some "Test"

let firstVersion = [
    "Hello"
    "There"
    match maybeAValue with // <- explicit match on option and yield only on Some x
    | Some v -> v
    | None -> ()
]

let secondVersion = [
    "Hello"
    "There"
    yield! maybeAValue |> Option.toList // makes a list of 0 or 1 items (None -> [], Some x -> [ x ]) which can be natively yielded.
]