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<?php
$checkProductHaveOption = function() {

    $productIds = Mage::getModel('catalog/product')->getCollection()->getAllIds();
    $productModel = Mage::getModel('catalog/product');
    $arrProductIdHaveOption = array();
    foreach ($productIds as $key =>$productId ) {
        $productObj = $productModel->load($productId);

        if($productObj->getHasOptions())  {
            $arrProductIdHaveOption[] = $productObj->getId();
        }
    }

    return $arrProductIdHaveOption;
};