documenting non-supported grep options for zstdgrep

programs/README.md

@@ -272,6 +272,19 @@ It's used the same way as normal `grep`, for example :
 `zstdgrep pattern file.zst`
 
 `zstdgrep` is _not_ compatible with dictionary compression.
+`zstdgrep` does not support the following grep options
+
+```
+--dereference-recursive (-R)
+    --directories (-d)
+    --exclude
+    --exclude-from
+    --exclude-dir
+    --include
+    --null (-Z),
+    --null-data (-z)
+    --recursive (-r)
+```
 
 To search into a file compressed with a dictionary,
 it's necessary to decompress it using `zstd` or `zstdcat`,