\version "2.13.7"

#(ly:message "my-option (undefined): ~a" (ly:get-option 'my-option))

#(ly:add-option 'my-option #f "Just a dummy option, #f by default. The value
  given on the command line will be overwritten")

#(ly:message "my-option (now defined): ~a" (ly:get-option 'my-option))