Option prices are generally valued using the Black-Scholes model for European options. However, other models seek to improve this approach, such as those based on continuous time random walks (CTRW) and anomalous diffusive models with fractional derivatives incorporating memory terms. These models can include fractional derivatives by subordinating a geometric Brownian process to an inverse Lévy-stable process. On the other hand, the Poissonian stochastic resetting method has been used to optimize the arrival time in random searches by employing the renewal equation and subordination to a different underlying process. In this contribution, we review the fractional Black-Scholes equation and analyze the effects of including a stochastic resetting process in subdiffusive geometric Brownian motion, considering two key parameters: the fractional exponent and the resetting rate. We present how the coupling between these parameters influences pricing behaviour in some particular cases.