IPv4 header options must be implemented by all the gateways (routers) in the path of the packets. RFC 791, Internet Protocol explains all about the options, including:
The options may appear or not in datagrams. They must be implemented
by all IP modules (host and gateways).
The options are optional in each datagram, but required in
implementations. That is, the presence or absence of an option is the
choice of the sender, but each internet module must be able to parse
Every internet module must be able to act on every option.
Remember that Internet modules include the network stacks in intermediate devices, e.g. routers. Creating a custom option would require that you modify all the routers in the path to recognize your custom option.
In the modern world, options on IP packets are nearly extinct, but routers deal with packets that have options defined by RFC 791. Some companies will block packets with options.