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This pattern recurs in many literary works. When I was watching an animated movie the character said just the pattern below. I cannot tell for sure what he said but it was probably while. I thought I'd ask about which word is more common, while or when.

We should have verbed somebody (when/while) we had the chance

Examples:

  1. We should have locked him up (when/while) we had the chance
  2. We should have killed you when we had the chance

Edit: After a repeated listening it turns out that the word was when! Anyway, I don't trust my ear yet. I still need your input.

Now I could think of another reason why it should be when and not while. While is mostly used, as I see it, in present, pressing situations. And when is just for an event at a point of time in the past.

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    The only difference is that when often refers to a specific point in time, whereas while always refers to some span of time. So if you'd only had a split-second window of opportunity kill someone, but you failed to take advantage of that chance, you'd be rather unlikely to use while. To put it another way, the longer you had a chance, the more likely you are to refer back to it with while. – FumbleFingers Aug 23 '16 at 16:16
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Just for fun, I put variations into Google Ngram viewer, which shows that there are significantly more hits for "when I/we had the chance" over "while".

Either usage is grammatical, but the difference is the context.

We should have killed you when we had the chance

"When" refers to a specific point in time - maybe the bad guys are referring to their last scuffle with their potential victim.

We should have killed you while we had the chance

"While" refers to a period of time - maybe the bad guys regret not offing the victim during the time they held him captive. (Then again, an argument could be made for "when" in this scenario as well, since it would be a specific time that he was captive.)

There are a couple related questions on ELL and ELU discussing other cases, which may be interesting to read through as well.

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In general, while implies a longer period of time:

during the time that

http://www.merriam-webster.com/dictionary/while

while when could suggest a single moment, but can be used for longer periods:

at or during which time

http://www.merriam-webster.com/dictionary/when

Depending on the situation, both words can be appropriate.

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