Since option
element content is interpreted as plain text, you cannot use markup there. You might consider using other markup for a menu, replacing a select
element with a set of radio buttons (or, depending on desired logic, checkboxes), possibly styled to resemble a dropdown list, or something.
Using option
, you can still use any Unicode characters, in principle. But font support imposes serious limitations. Even subscript digits aren’t safe. There are subscript letters too in Unicode, but they do not constitute a systematic set, since they have been defined in order to support certain phonetic notations, not subscripting in general. Moreover, they are in Plane 1, e.g. U+1D64 LATIN SUBSCRIPT SMALL LETTER U “ᵤ”, and very few fonts contain Plane 1 characters.