Are you asking about the "securely empty trash" option?
According to this document (About the security content of OS X El Capitan v10.11 - Apple Support) the option is not guaranteed to work properly on Flash drives. Thus, it was removed. There is still a way to do so if you use a classic HDD disk in your Mac. You can use the "Terminal" and the command srm. Please keep in mind that this will permanently delete the file/folder and there is no way to restore it.