I cannot find secure delete option under finder or finder preferences.

apple have removed it

no more secure delete, just delete.

You need to use a bit of Unix to do this and its not that hard either.

Just open Terminal from the Utilities folder

Enter this at the curser srm /

Drag file or folder to the terminal window - This copies in the pathway to the actual location of that file/folder.

Press return and its gone with 35 passes

srm = simply means secure remove . Remember the space then the forward slash

You may wish to read this before you jump into the terminal and delete something critical, unlike the trash can from the OS deleting from the Terminal opens the possibility of removing otherwise locked or system critical components from your Hard Drive and could compensate the integrity of your OS install. Also if you have a SDD (and if you have an air, you do) you should read the post from Old Toad and CSound1 regarding why Apple may have pulled secure delete from mac

Where is SECURE ERASE FREE SPACE in El Capitan Disk Utility ?

How to securely delete files in OS X 10.11 ‘El Capitan’

How to securely delete files in OS X 10.11 ‘El Capitan’ (2)

The command as posted will secure delete the entire startup volume.

Following the directions as posted will result in a poorly formed command.

Leave the slash off the end of the command, then drag in the file to remove. That will form the command correctly.

If you copy and paste what is posted, and accidentally hit return, it will begin to attempt to secure remove your entire startup volume.

The comment you marked as the solution is wrong. The feature was removed because it doesn't work on SSD's, such as the ones in current models of the MacBook Air. The shell command doesn't work either, for the same reason. If you need that kind of security, use FileVault.