An option button is used to select a single value.

So, the "undefined" issue can be cleared using an if statement to check it and alert the user with a message. Like this:

Code:
$('#checker').click(function(){ // Whenever a radiobox is clicked, the following code would be executed
    
    var selectedValue = $('input[name=Vehicle]:checked').val(); // get the selected radio box's value
    
    if(selectedValue === undefined) //check if user had selected an option
    {
        alert('Please select an option to continue !');
    }
    else{    
        alert(selectedValue); // display it
    }
    
});
(I have updated the fiddle)

Another option is to put a default selection in one of the option boxes.