What happened to "Secure empty trash" option?

It never was actually "secure," or at least it couldn't live up to the definition of secure (especially with SSDs), so Apple removed it.

If you can still securely remove the trash, but if you have an SSD consider this a warning that you should not do it. Solid state disks have a limited amount of times that data can be written before it needs to be replaced. Under normal use it may last for years. Secure removal overwrites the data several times which will cause that write limit to increase substantially faster than normal use.

Open Terminal

$ srm -rfv ~/.Trash

RM = ReMove

SRM = Securely ReMove

For more options:

$ man srm

Moving a file to the trash then emptying the trash has the same effect as using rm in terminal. This has not changed, even in El Capitan. Remove (rm) doesn't remove the file, it removes the link. To make a long story short, it tells the file system that the file no longer exists so the space on the storage device which the file's data occupied becomes available space. The actual data itself, the 0's and 1's that makes up all data called bits, is still on the device. These bits are unchanged until another file occupies the same space overwriting the bits. What secure empty trash did, and what srm has done and still does, is unlinks the file then overwrites the storage space that the file occupied.

On magnetic storage, such as a hard disk drive which has magnetic disks called platters, it might be possible to recover bits even if they have been overwritten. This is the reason for overwriting deleted data multiple times. On solid state disks and flash storage, depending on operating system and the storage itself, secure deletion methods which worked on magnetic storage can be either unreliable or not needed. Regardless of the storage device used, to be completely certain that deleted data can be unrecoverable the storage device itself needs to be completely destroyed. If truly concerned about making your deleted data unrecoverable as best as it can be, just use FileVault.

If you are truly interested in securing your data, then you should be using System Preferences -> Security -> FileVault so that deleted files are just a random bunch of bits.

As mentioned, secure erase on SSDs just shorten the life of the SSD, without a single overwrite actually touching the data you want to erase. Rotational drives may decide some of your data is on an unreliable section of storage and map-out the storage with a spare and your data may live on in the mapped out storage. This can be recovered with the right tools.