Very basic question: args in URL
 

I must have forgotten how arguments work because this isn't working for me. If this file is called:

mysite.com/test.php

And I use this in the browser:

mysite.com/test.php?option=home

PHP Code:

Shouldn't the output be:

Code:
The option is "home"
Instead I'm just getting:

Code:
The option is ""
Am I forgetting a step? Or could it be something about how my site is configured?