In OS X go to System Preferences->International->Select the Input Menu tab. In there put a check mark in 'Character Palette', 'Keyboard Viewer' then scroll down to your country's flag and put a check mark in there. This way a flag of your country will appear in the Finder menu bar. click on the Flag and select 'Keyboard Viewer' and then click on your option key and see if registers. Let us know if it does.
Plus did you install the Keyboard Software Update when you got the keyboard? also did you install the current bootcamp installed drivers yet?
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