Cambiar valor de option al seleccionar un campo select con jquery

Pequeño tip para hacer que al seleccionar un valor de un select se cambien las opciones de otro select.

Partimos de los dos select:

<select class="form-control rounded-0" name="sanctioningprocedure" onchange="update_reasons()">
    <option value="">{% trans "Select Sanctioning Procedure" %}</option>
    {% for sc in box.multiple_sanctioning_procedure_group.all %}
        <option value="{{ sc.pk }}">{{ sc|object_name:request.language }}</option>
    {% endfor %}
</select>

<select class="form-control rounded-0" name="complaint_reason">
    <option value="">{% trans "Select Reason" %}</option>
</select>

La parte de javascript:

<script>
function update_reasons(){
    var group = document.getElementById("sanctioningprocedure").value;

    $("#complaint_reason").empty();
    option = '';
    {% for r in all_reasons %}
        if (group == {{ r.group.pk }}) {
            option = option + '<option value="{{ r.pk }}">{{ r|object_name:request.language }}</option>';
        }
     {% endfor %}

     $("#complaint_reason").html(option);
}
</script>