Using get_theme_mod() so that it works in Customizer live preview

gistfile1.txt

<?php
// for example, in your functions.php or anywhere in your theme
// Use wp_loaded action hook
add_action( 'wp_loaded', 'get_my_options' );

function get_my_options() {
  define('MY_OPTION',get_theme_mod('my_option', FALSE));
}