The iframe options are setup in the IIS and its mainly done to avoid Frameable clicking jacking attacks.
2.Page Level : I recommend you goto the specific html page with iframe and add a meta tag eg meta name=”X-FRAME-OPTIONS” content=”ALLOW-FROM” />
If the value contains the token ALLOW-FROM origin, the browser will block rendering only if the origin of the top-level browsing context is different than the origin value supplied with the Allow-From directive. For instance, if http://shop.example.com/confirm.asp contains the X-FRAME-OPTIONS directive with the value Allow-From https://partner.affiliate.com, then the page may be framed only by pages from the https://partner.affiliate.com origin.
3.IIS setting : The below mentioned details will ensure your entire site is configured with the X-Frame-Options specified above and all the pages in your site would be affected.
To configure IIS to add an X-Frame-Options header to all responses for a given site, follow these steps: 1. Open Internet Information Services (IIS) Manager. 2. In the Connections pane on the left side, expand the Sites folder and select the site that you want to protect. 3. Double-click the HTTP Response Headers icon in the feature list in the middle. 4. In the Actions pane on the right side, click Add. 5. In the dialog box that appears, type X-Frame-Options in the Name field and type SAMEORIGIN in the Value field. 6. Click OK to save your changes.
The "ALLOW-FROM" is generally not supported by most of the broswers. Refer: http://blogs.msdn.com/b/ieinternals/archive/2010/03/30/combating-clickjacking-with-x-frame-options.aspx