Your boyfriend has his reason to feel jealous and he feels like you are still "looking for options" while you already "having" him.
What would you feel if your boy friend always go out with a girl, who you don't know or who has ex-relationship with him.Also, it may be true that you are faithful to him and you know what you are doing when go out with other guys, but, how do you know the guys that you going out with have no intention on you at all? This is a very big question mark.

Put in this way, if a guy already has a girl friend, would this guy goes out with you alone?
NO, right? This guy should have already enjoyed the companion of his own girl friend, so this guy will not bother so much to go out with you, right? Hence, it's Simple, that guy have an intention to "date" or "see if still got chance to court" you, though the guy knows you already got a boy friend.
So, to be fair to your boy friend, stop going out alone with a another guy. If still want to go, go together with your boyfriend.
If you "know what you are doing", you shouldn't afraid of letting your boy friend joining you and your guy friend.Feel very weird as your boy friend doesn't know that guy well???
In my opinion, as a girlfriend, you have the responsibility to introduce your friends (whether guys or girls) to your boy friend. If not, how are you going to spend the rest of your life with your boy friend. The same theory applies to your boy friend as well.