I don't have any data, but here is a strong opinion: Don't use option 2.
An e-mail is generally viewed as a piece of data. A virtual alternative to the good old letter. It is supposed to hold a text, period. Even if your technology allows you to add functionality to it, you shouldn't do it. Users don't want to receive an application in their mailbox, they want a document.
Besides breaking a very-long established and widely held mental model, you are also raising security concerns for the user. A user with a bit of internet savvy will know not to click on .exe or other funny attachments. But he knows that in general, a .pdf or .jpg attachment is OK, because it "can't do anything". Even more so the mail body itself: it can't do anything, so they can be sure nothing will happen when they open it.
And now you are sending them something which looks like a mail, but it suddenly does something. Not a button linking somewhere else - this is accepted as navigation via hyperlinks is known from the early days of mails. It changes the mail body on user action. This is not how a document behaves, this is how an application behaves. And applications sent via mail frequently turn out to be viruses. You are not only confusing the user, you are also looking untrustworthy.
A third reason not to do it is that you probably don't have the control to make it actually happen. Maybe you tested some javascript and found out that it works in GMail, or maybe even gets generally executed by the browser in a webmail client independently of the mail provider. You still can't guarantee that it will work with every browser (I hope that this isn't possible and that either the mail provider or the browser will block such a thing as a security risk, but have no idea if this actually happens). And then there is Microsoft's webmail client which tries to be a browser implementation of Outlook and does everything different. And also all the people who use an actual e-mail client for reading mail: do you think that every client which accepts a standard HTML-formatted mail also executes embedded code?
All in all, it sounds like a bad idea to me. And besides, if you are faced with a problem countless people have solved before you, and have an idea for a solution nobody uses, the reason is almost always that it isn't a good solution. I said I don't have any data; I doubt that anybody has data, because probably nobody has a system of the second type to gather data on.