Here is a definition of NaturalTransformation using fun substitution. For a deep understanding the wikipedia article is pretty good: https://en.wikipedia.org/wiki/Natural_transformation

However, while we are using category there here it's important to note that our choices for categories are small and our "Functors" are really Endofunctors (e.g. meaning that a Functor for Option maps from the Option category back to the Option category).

In a way you can think of NaturalTransformation as a Functor of Functors except that a Functor can be used with any morphism (function) where as a NaturalTransformation only maps from one specific category to another. This is like saying a NaturalTransformation will map Option to Either and not from ANY ADT to ANY other ADT (which it would have to if it were actually a Functor of Functors).