Take a look at the cfsavecontent tag, which allows you to record what would otherwise be output in response:
<cfsavecontent variable="options"> <cfinclude template="options.cfm"> </cfsavecontent>
UPDATE: instead of using cfsavecontent every time you need these parameters stored in a variable, you can do this once inside the options.cfm file. Then, when you include the file, it will create a variable.
<cfsavecontent variable="options"> <option value="val1">Value 1</option> <option value="val2">Value 2</option> <option value="val3">Value 3</option> </cfsavecontent>
Then, when you needed this variable, you just would need to include this file.
<cfinclude template="options.cfm">
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