The EZOPTBL dataset must be a file, not a member in a dataset.
You can run the JOB06EOP job found in the CA Easytrieve release 11.0 SAMPJCL library multiple times to create additional option files.
For release 11.5, please note that this JOB06EOP job is located in the CAIJCL library.
For release 11.6, please run JOB06OP1 found in the r11.6 CAIJCL library.
JOB06OP2 for release 11.6 can also be run to change a value of an option or to list the values specified for the option files.
The programs referencing the additional option files must have a DD statement included in the programs for the EZOPTBL option file.