Note that fminbnd is not provided as part of the optimization toolbox. As well, fminbnd has been around a long time. So optimoptions does not support fminbnd. (I suppose there are good arguments as to why it should. But it apparently does not.)
Use optimset instead.
fun = @(x) (x-pi).^2; % not very creative
opts = optimset('fminbnd');
opts.Display = 'iter';
[x fval exitflag output] = fminbnd(fun,0,10,opts)
Note: you would have learned that quickly had you read the docs for fminbnd, where you would see that it uses optimset.
