There are two similarities between options and CFDs. The first is they both provide leverage to the trader. Secondly, both derivatives allow the trader to participate in the downside of the falling markets by taking a short position. This is where the similarities end.
Option prices are derived from different components, many more than a CFD. The most important being the price of the underlying share (as with CFDs), but also by volatility, time to expiry, prevalent interest rate and supply and demand factors. The number and complexity of price indicators that options can demonstrate creates a lack of transparency in their pricing. The formula for correctly pricing options was awarded with a Nobel Prize! No easy feat, adding credibility to the complexity of the instrument. With this noted, it is easy to see that the price of an option can significantly vary to that of its underlying asset.
CFDs have a much closer relationship with the price of their underlying asset. This means that analysis and valuation of your CFD portfolio can be done through examining the market of its underlying asset (eg stock). Information on listed shares is more widely available and analysis is plentiful and thorough.
Simply put, the complexity of options pricing means they are priced as their own instrument and trading them means learning many new indicators. Since CFDs mimic the stock they are following, there is little information beyond standard stock market analysis that is required to trade them.