Apple - Moving file between disks in Mac OS X?

On macOS Mojave 10.14:

To move files to a different disk: Press and hold the Command key, then drag the files to the disk.

To keep an item in its original location and put a copy in a folder: Press and hold the Option key, then drag the item to the folder.

In older macOS releases, you could press the option key to change the behaviour

• move instead of copy between different volumes
• copy instead of move on the same volume

Hold the "Command" key down, not the "option" key, while dragging your file between hard drives. You will know that you have done it correctly because the progress bar will say "moving" instead of "copying"