<select id="mySelect">
    <option value="1">Yes</option>
    <option value="2">No</option>
</select>
<input type="button" id="demo" value = "Demo" />
<script type="text/javascript">
    $("#demo").live("click", function () {
        //Check whether option with value = 1 exists
        var optionExists = ($("#mySelect option[value=1]").length > 0);
        alert(optionExists);
    });
</script>