You don't need the semi colon after the html() function and val does not return the html which is what your looking for.
alert($("#<%=sctFieldMain.ClientID %> option:selected").html());
However if you had the following and wanted the value "Example" then you should use val()
<option value="example">some test</option>
Use
alert($("#<%=sctFieldMain.ClientID %> option:selected").html());
EDITED
Also your question duplicates this one and this.