<select id="mSelect" >
    <option value="val1" > DEF </option>
    <option value="val4" > GRT </option>
    <option value="val2" > ABC </option>
    <option value="val3" > OPL </option>
    <option value="val5" > AWS </option>
    <option value="val9" > BTY </option>
</select>
jQuery(document).ready(function() {
  var $select = $("#mSelect");

  $select.append($select.find("option").remove()
    .sort(function(a, b) {
      var at = $(a).text(),
        bt = $(b).text();
      return (at > bt) ? 1 : ((at < bt) ? -1 : 0);
    }));  
})

External CSS

This Pen doesn't use any external CSS resources.

External JavaScript

  1. //cdnjs.cloudflare.com/ajax/libs/jquery/2.1.3/jquery.min.js