Global Option Sets in Power BI can be accessed through the Web API.
To access them, go to the URL:
https://yourcrm.crm.dynamics.com/api/data/v8.1/GlobalOptionSetDefinitions?$select=Name

From here, the MetadataId value of the option set can be used to
https://yourcrm.crm.dynamics.com/api/data/v8.1/GlobalOptionSetDefinitions(MetadataId)
E.g.
https://yourcrm.crm.dynamics.com/api/data/v8.1/GlobalOptionSetDefinitions(3de5f647-b149-4c82-b275-dd91e860b08d)


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Thanks for the solution.
But this solution does not work correctly because the MetadataId is different among organizations.
Regards,
Anh