Is it okay if I say no, while applying that they can contact my current company?

I’m applying for jobs online, as I’m looking to leave my current company. The websites keep asking if they could contact my current employer. I would prefer them not to, as my boss is somewhat jerk and there’s a chance he would just fire me. I really don’t want to get fired as I do like my salary and don’t want to leave without a job lined up.

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