Preventing PHP Tidy from removing an empty tag?

I'm using PHP Tidy to clean up my HTML before it's sent to the browser.

We have a requirement to have a drop-down box with a blank (space) option, Yes, and No.

The html looks like this:

<select name="fieldname1" class="input">
<option value="" class="input" selected="true"></option>
<option value="Y" class="input">Yes</option>
<option value="N" class="input">No</option>
</select>

After Tidy gets ahold of this it changes it to:

<select name="fieldname1" class="input"><option value="N" class="input">
                                          No
</option><option value="Y" class="input">
                                          Yes
</option></select>

Does anyone have any idea as to how I can prevent Tidy from removing the empty <option> tag?

Thanks in advance,

Ian