Yes, I know that common events can be played only on maps, but that's fine. I have a changable variable in options where player can set any number, and I want to invoke that common event after option window closes to push a script code which change the time speed depending on that variable (time system is a different plugin). And I don't wanted to play it every time any other menu closes.
Hmm, I still do not understand. You said that you know that common events can only be played on maps, but you still want to invoke that common event after the option window closes?
When the option window closes, the game returns to the Scene Menu, not Scene Map. Therefore, there is no way to play a common event there.
I think, what can help you, is put a conditional branch on that common event, to check whatever you want to check and then, control what the common event will do.
If you want to use that variable, you can try keep track of his value before enters in the menu. After you return to the scene map, you can compare the old value with the current value of the variable, if it was changed, then you run your script call.
The thing is, you need to find a way to make the common event understands if the player opened the Scene Options or not, so you can do your thing on the common event based on that.