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Works in iTerm too.

Not for me. Option-clicking produces no result for me on iTerm 1.0.0.20130319.

I tested it in iTerm 2 Build 1.0.0.20131228, where it works. It must be a recent addition.

Works fine in iTerm2 1.0.0.20140112

Nope, this doesn't work in iTerm.

Which version of iTerm are you using?