If you are release 11.6, then you will be running JOB06OP1 to create a second option file. This member is in your CBAAJCL library.
Please note that only one option file will be linked into the EZTINI member of your CBAALOAD library. So, one of the option files must be added via the //EZOPTBL DD statement in the JCL of your programs. The JOB06OP1 can be run via the ASMINI parameter set to 99 if you just want to do the assemble/link of the name of one of the two option files back into the EZTINI load module.