How do you check to see if the 1st letter in a string is equal to something?

In my if statement, I'm trying to check if the first letter of a string is either "Y" or "y", and then proceed as such. Below is what I have, but I don't believe it to be correct.

System.out.print("Do you wish to do another calculation (Yes/No): ")
      option = scan.next();
         if (option.substring(0,1) == "N" && option.substring(0,1) == "n" )
         {
            System.out.println("Have a good day");
            System.exit(0);
         }
bmi.setOption(option);

I instantiated "option" as String option = " "; earlier on in my program. I know how to check if strings equal a certain character, however am having trouble checking to see if only the FIRST character of the string is equal to something.

Thank you!