There is not an option to change my security questions under security on Apple I’d website

If your AppleID is using 2 factor authentication, then your security questions and answers were purged when you enabled 2FA. Security questions are not relevant and are nit used with AppleIDs using 2FA or even the older 2 step verification system.

The security code required for login does away with the use of security questions.

Do you have the option to turn on two-factor authentication? Or, are you already using it? In this case, you'll never need to do anything with security questions again; thus, there would be no way to reset your questions. In the first case, if you have the option to turn two-factor on, then turn it on to get excellent security.