The secure delete option was removed from El Capitan, but as explained in this article, there may be some alternatives you may wish to use (see below for notes if the Mac has an SSD).
You can use the disk utility to overwrite the free space on the drive;
diskutil secureErase freespace LEVEL /Volumes/DRIVENAME
In this command, change LEVEL to a number of 0 through 4, where 0 is a single-pass of zeros, 1 is a single-pass of random numbers, 2 is a 7-pass erase, 3 is a 35-pass erase, and 4 is a 3-pass erase (note all non single-pass options may take a while to complete).
You can consult the man page for more detail on the command usage.
Overwrite the contents before the deletion (from the terminal);
rm -rP /path/to/file-or-folder
r is to recurse over the folders and
P will overwrite their contents.
srm utility provides a mechanism (from at least Yosemite) to overwrite and remove files, lifehacker has an article on its use;
srm -v ~/Path/To/file.remove
-v indicates verbose mode.
Consider using the "Delete Immediately" option that was added to El Capitan. Whilst this may not be the "secure delete" you are looking for, it does skip the trash.
It is important to bear in mind that with modern SSD wear levelling, writing to the same location in a file isn't necessarily going to write to the same location on the disk, hence the secure deletion would not always achieve what you wanted (see CVE-2015-5901 and hence removed in El Capitan). Given an SSD, the "erase"-ing of the free space is probably the best option, once the files have been deleted and removed from the trash.
For those with mechanical disks (non-SSD), the
srm option may be the easiest alternative.