How to remove the option data of a theme when that theme is removed?

I don’t think this is possible with an action hook. You can only Delete a theme from the admin panel after it has been deactivated. Even if an action hook existed for Deleting (not Deactivating) a theme, your theme functions.php would not be running when you are able to hit the Delete link.

Since this is a personal theme for your own use, you can just delete the options whenever you want from the “options” database table using phpMyAdmin or an Options Manager plugin.

An alternative would be to include some sort of Uninstall button on an options page for your theme that would remove the options from the database and deactivate the theme, perhaps either activating TwentyTwelve or letting the user choose which theme to activate after the uninstall is complete.