That option isn't available in format cells. You could use the formula
UPPER, but that would not change it in the same cell. It would put your word
in upper case in another cell of your choice.
There doesn't seem to be a way to do it in the cell itself.
See the article, "Demystifying Excel Macros", by Helen Bradley, on p. 60 of
the May 24, 2005, issue of PC magazine. She tells in detail how to write a
macro to change text in Excel to Upper, Lower or Proper Case.