CONFIG_ADVANCED_OPTIONS is not available for thedefaultarchitecture x86.
Result is shown for architecture powerpc

Prompt for advanced kernel configuration options


Linux Kernel Configuration
└─>Advanced setup
└─>Prompt for advanced kernel configuration options
In linux kernel since version 2.6.15 (release Date: 2006-01-02)  
This option will enable prompting for a variety of advanced kernel
configuration options. These options can cause the kernel to not
work if they are set incorrectly, but can be used to optimize certain
aspects of kernel memory management.

Unless you know what you are doing, say N here.