If you're an employee (or were an employee when you received the
option), the company was required to withhold when you exercised your
option. If that was the case, you should contact your former employer and have them issue you a W-2.
If you weren't an employee when you received the options withholding doesn't apply. The income should be reported to you on Form
1099-MISC instead of Form W-2. This is compensation for
services, and would be reported on Schedule C. In general this income will be subject to the self-employment
tax as well as federal and state income tax.
