I'm not 100% sure that the code you've written does what you're wanting: you're opening a lot of <option> tags, but only closeing one of them.
But there are a bunch of ways of doing what you asked. Two are:
for($i=0; $i<$j; ++$i)
{
if($i!=0) echo ', '; // Only put a comma if this isn't the first
echo 'whatever';
}
$things = array();
for($i=0; $i<$j; ++$i)
{
$things[] = 'whatever';
}
echo join(', ', $things); // all the things with commas between