Step 1: Recall when a complex is optically active.
A coordination complex shows optical isomerism when it is chiral, meaning it has no plane or centre of symmetry and is non-superimposable on its mirror image. Tris-chelate and certain cis bis-chelate octahedral complexes are classic chiral cases.
Step 2: Examine complex I.
$[Fe(C_2O_4)_3]^{3-}$ has three bidentate oxalate ligands forming a tris-chelate octahedron. It exists as $\Delta$ and $\Lambda$ enantiomers, so it is optically active. I qualifies.
Step 3: Examine complex II.
$[Cr(H_2O)_4Cl_2]^+$ is of type $MA_4B_2$. Both its cis and trans forms possess a plane of symmetry, so it is not chiral. II does not qualify.
Step 4: Examine complex III.
$[Co(NH_3)_2(en)_2]^{3+}$ has two bidentate en ligands. The cis form has no plane of symmetry and exists as non-superimposable mirror images, so it is optically active. III qualifies.
Step 5: Collect the chiral complexes.
The optically active complexes are I and III.
Step 6: Choose the option.
The set I and III matches option (2).
\[ \boxed{\text{I and III show optical isomerism (Option 2)}} \]