Al seleccionar cambiar, obtener el valor del atributo de datos


El siguiente código devuelve 'undefined'...

$('select').change(function(){
    alert($(this).data('id'));
});

<select>
    <option data-id="1">one</option>
    <option data-id="2">two</option>
    <option data-id="3">three</option>
</select>

Warning: Undefined property: agent_blog_content::$date_asked in /var/www/agent_etc/data/www/ajaxhispano.com/template/agent.layouts/content.php on line 32

Warning: Undefined property: agent_blog_content::$count_answers in /var/www/agent_etc/data/www/ajaxhispano.com/template/agent.layouts/content.php on line 52