I have it too. Using an old (around 2010) and now problematic iMac.
https://support.apple.com/en-us/HT201257
I think in my case, and maybe yours too, this paragraph pertains:
If you're using OS X Lion v10.7 or earlier and you can't get AHT to start, see if you have an OS X installation disc named âApplications Install Disc 2.â Insert the disc in your internal optical drive or external Apple SuperDrive before following the steps above. Or, if you're using a MacBook Air (Late 2010), plug the MacBook Air Software Reinstall thumb drive into your USB port instead.
The problem with my iMac is that the internal optical drive broke very early after purchasing this iMac. Actually it broke in (or around) an earthquake back in 2011 :-P It just won't swallow any optical disc since.