Notice the Add new option section of the form. Here you can also import your values. To add one value, use the Add new value field.
Specify your new option value at Add new value field.
Click Add button next to the field.
Now you can see your new option at the values list. It is added as the last one in order. You can change the order of values by clicking the up and down arrow icon at every row of the tab.
Repeat these steps untill you're satisfied with your list of options.
Click Save at bottom of the form to save values into database.
You can also modify the values order by clicking the Options link at the table header. By clicking the link you sort the order of options alphabetically. Click the link again to change the order to ascending/descending