Note that without any sort of CLI access to the Security Gateway, your troubleshooting capabilities will be very limited.
The SmartConsole CLI only allows you to access the management API.
Seeing as we drop all packets with IP Options enabled by default, you cannot use that to test the policy.
However, I think you'll be able to find the information you're looking for in SmartConsole.
Go to Gateways and Servers and click on the relevant gateway object.
Then find the Device and License information below:
From the resulting window, you should be able to find what policy is installed.