knitromatlab/fmincon options

I am trying to run an optimization using knitromatlab with the same options I used for fmincon. However, I noticed that with fmincon, the diffminchange option sets the step size for finite-difference gradient approximations, but in knitro, it has no effect on the input (x) in evaluating the gradient (even though I have gradopt 'forward'). Is there something else like a knitro equivalent of diffMinChange I need to set?

TL;DR: Is there a diffMinChange equivalent for knitro (knitromatlab)?

Thanks