FuelPHP supports any HTTP method your webserver passes on to it. CORS needs to be enabled, and you should not have a webdav module active (in case of Apache) which hijacks the OPTIONS request.
How you handle it in your code, it depends. You can use verb based routing (so route the options request to a specific controller/method), or a use verb-based action method (options_methodname). Same as you would do it with the other HTTP methods.