Try next code:
%let c = 0.25;
data want;
set have;
retain prev_selected_price;
if _N_=1 then do;
output;
prev_selected_price = price;
end;
else if abs(price - prev_selected_price) ge &c
then do;
output;
prev_selected_price = price; /* ??? */
end;
run;
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