How are output options handled in recorded macros?

It depends on whether you are recording a Master Macro or an Analysis Macro. Like with case selection conditions and case weights, if the Analysis/Graph Output Manager is displayed via the Output option for a specific analysis from the button menu (of the respective analysis dialog), then the choices on that dialog will be recorded into the respective Analysis Macro as well as the Master Macro (if one is being recorded at the time); when output options are changed by choosing Tools - Options, and then the Output Manager tab, then any changes made to the output options are only recorded in Master Macros. For details, see What exactly is recorded in analysis macros?, and What exactly is recorded in master macros?.