Press & hold the keys immediately after hearing the startup chime. Sometimes holding the keys too soon or too late will prevent them from being recognized.
If you have a firmware password lock enabled, then the laptop will ignore the special startup keys. If you hold the Option key immediately after hearing the startup chime and you see a padlock, then it means a firmware password lock has be set.
Try a PRAM Reset (hold the reset for at least three chimes).
Try using an external wired USB keyboard in case your built-in keyboard has a problem. If you use a Windows keyboard, then the Windows (or Meta) key will be the Command key.