Comparisons

system options: remain in effect for all DATA and PROC steps in a SAS job or current process unless they are respecified.
data set options: apply to the processing of the SAS data set with which they appear. Some data set options have corresponding system options or LIBNAME statement options. For an individual data set, you can use the data set option to override the setting of these other options.
statement options: control the action of the statement in which they appear. Options in global statements, such as in the LIBNAME statement, can have a broader impact.