JQuery :: Why Click Event For Select Option Not Works In IE (8)

In my form a <select> with options I wrote
$('#select option'). click(function () {
myFunction();
});
Works fine in FF - IE8 works only for
$('#select'). click(function () {
myFunction();
});

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 write the options as
<options class="opt" value ='x'><option>
and $('.opt').click(function () {
myFunction();
});
Works fine in FF, but not in IE8.