Usually, an USB pen drive came with FAT/FAT32 formatted. You tried to reformat the your pen drive to NTFS, but there is no option available to select NTFS as the file system. By default, an USB pen drive is optimized for quick removal. Quick removal optimization will allows you to remove the pen drive without using the safe removal icon, but Windows won't allow you to format the pen drive to NTFS file system if it is optimized for quick removal.