drill through option not visible

For the drillthrough option to work, the same field that is in the originating visual must be added to the drillthough well of the destination page. For example if you use DatesTable[Date] in the origin, you must add the same field to the destination page - adding FactTable[Date] won't enable the drillthrough option. If this doesn't work, please provide more context - screenshots, steps done, etc.

The Drill-through option has been moved in the newer versions of Power BI.
If you're using On-object interaction, you won't find it under the Visualizations pane anymore. Instead, select the report page and go to Format pane → Page information → Page type = Drill-through, then add the required drill-through fields. Alternatively, you can disable On-object interaction from File → Options and settings → Options → Preview features to restore the classic layout.