<select data-val="true" data-val-number="Int32。" data-val-required="Int32" id="CategoryData" name="ParentId" onchange="sel3(this);">
<option value="0">-- category --</option>
<option selected="selected" value="845">a</option>
<option value="846">b</option>
<option value="847">c</option>
</select>

select = driver.find_element_by_id("CategoryData")
a= select.find_element_by_tag_name('option')
print(a.text)

select = driver.find_element_by_id("CategoryData")
a= select.find_element_by_tag_name('option')
for text in a:
    print(text.text)