CONFIG_OPENRISC_EXCEPTION_DEBUG is not available for thedefaultarchitecture x86.
Result is shown for architecture openrisc
default or selected kernelversion does not have config value CONFIG_OPENRISC_EXCEPTION_DEBUG.
Result is shown for kernelversion 6.2.5

Print processor state at each exception


Linux Kernel Configuration
└─>Processor type and features
└─>Debugging options
└─>Print processor state at each exception
In linux kernel since version 3.1 (release Date: 2011-10-24)  
This option will make your kernel unusable for all but kernel

Say N if you are unsure.