PIC10F200 OPTION Register constants not present in header files
Quote from the datasheet:

The OPTION register is a 8-bit wide, write-only register, which  contains  various  control  bits  to  configure  the Timer0/WDT prescaler and Timer0. By  executing  the  OPTION  instruction,  the  contents  of the  W  register  will  be  transferred  to  the  OPTION register.

Thus, the OPTION register is not mapped into memory and thus has no memory address (The constants in the include files are the memory addresses of the respective registers, so you can access them by name). It is written by loading the value to write into W and executing the OPTION instruction.