What is the SSMS option "Execute stored procedure shortcuts without additional execution options"?
This is certainly a wordy option and it seems a bit ambiguous to me. You could take &quot;stored procedure shortcuts&quot; a number of ways; initially, I did not reach the conclusion that these were actually referring to the &quot;Query Shortcuts&quot; panel in Tools &gt; Options &gt; Environment &gt; Keyboard, mainly because I was asked a question about them when I wasn't staring at the dialog (the option is, of course, on that very panel).
The option was added in response to the following Connect item (which has been orphaned because Microsoft killed Connect due to GDPR):

Connect #266994 : Allow shortcuts to be configured with specific execution and results options

There, Simon Sabin pointed out that if you execute a stored procedure using a keyboard shortcut (e.g. Alt+F1 for sp_help, or Ctrl+1 for sp_who), that execution would obey any query options you had set for the underlying query window (e.g. SET STATISTICS TIME ON;). This isn't always desirable (the example Simon used was getting a bunch of graphical execution plans when hitting Alt+F1).
So:

If you expect these query shortcuts to execute with all of the same options as the current query window, leave the box unchecked.
If you expect these query shortcuts to ignore any existing query options, check the box (and open a new query window, as it doesn't affect current windows).

Unfortunately there isn't a way to customize this per shortcut, as Simon requested, so you'll have to take it all or nothing.