Is options available for currency pairs?

Yes. It is available. You can see various option contracts in span calculator

In zerodha, as of now, they allow only USDINR option pair, I think. Other contracts I am not able to add in market market as well. Please wait for more answers.

In India, yes, option contract for currency pair can be traded. But, they can be traded only on NSE & BSE as of now and that too on option contracts of only USDINR currency pair.

p.s:Currency future contracts can be traded on NSE, BSE and MCX.

Which stock exchange i should select? like NSE,BSE,…etc

You can select CDS and choose OPTCUR under the sub category while adding the scrip in market watch.