I'm afraid there ain't no such option. When I open the menu, I can choose between "Continue" and "options". There is only stuff like "controls", "Video" or "credits" in the options section.
Speaking of the new game, THE IMPOSSIBLE LAIR
Yes, i know. See the altached images.
Image 1 is the menu that shows during gameplay. Save and quit takes you back to title screen, where you will see the image 2. Note the right low corner.
... funny thing: I don't have these 3 options xD ... and I don't have "Save and continue", but instead only "continue". Might this be, since I'm not far into the game? I am actually right after the speech of Capital B ... and here I cannot leave the game...
Thank you for your effort.