Why don't click event for select option works in IE(8)

Why don't click event for select option works in IE(8)

In my form a <select> with options
I wrote
  1.         $('#select option'). click(function () {
  2.                 myFunction();
  3.      });


Works fine in FF -
IE8 works only for
  1.         $('#select'). click(function () {
  2.                 myFunction();
  3.      });

but it is not at all the same thing, and myFunction is fired when as soon the select opens.
and I want it is fired only when I click on an option (even if it is not a change !)

I tried some other manners for the same result.
The last one was to wriet the options as
  1. <options class="opt" value ='x'><option>
  2. and $('.opt').click(function () {
  3.                 myFunction();
  4.      });

Works fine in FF, but not in IE8

I cannot find other ideas on the net ! Have some ?
Many thanks !

Charles