Checking for Null before adding into List

Is there any way to refactor this?

public IEnumerable<Option> Options
{
    get
    {
        {
            List<Option> ListOption = new List<Option>();

            if (!String.IsNullOrEmpty(Option1)) 
            {
                ListOption.Add(new Option() {Name=Option1 });
            }
            if (!String.IsNullOrEmpty(Option2))
            {
                ListOption.Add(new Option() { Name = Option2 });
            }
            if (!String.IsNullOrEmpty(Option3))
            {
                ListOption.Add(new Option() { Name = Option3 });
            }
            if (!String.IsNullOrEmpty(Option4))
            {
                ListOption.Add(new Option() { Name = Option4 });
            } 

            return ListOption;
        }
    }
}

public class Option
{
    public string Name { get; set; }
}

This is a bit neater:

List<Option> ListOption = new List<Option> { };
Action<string> add = x => { if (!String.IsNullOrEmpty(x)) ListOption.Add(new Option { Name = x }); }
add(Option1);
add(Option2);
add(Option3);
add(Option4);
return ListOption;

This is perhaps even better:

return (new string[] {Option1, Option2, Option3, Option4})
       .Where(x => !String.IsNullOrEmpty(x))
       .Select(x => new Option { Name = x })
       .ToList();

This is a good opportunity to use the yield operator:

public IEnumerable<Option> Options
{
    get
    {
        if (!string.IsNullOrEmpty(Option1)) yield return new Option{Name=Option1};
        if (!string.IsNullOrEmpty(Option2)) yield return new Option{Name=Option2};
        if (!string.IsNullOrEmpty(Option3)) yield return new Option{Name=Option3};
        if (!string.IsNullOrEmpty(Option4)) yield return new Option{Name=Option4};
    }
}

Just to be kind of outrageous, here’s a version using a standard looping mechanism:

static List<Option> GetNonNullOptions(params string[] options)
{
    var results = new List<Option>();
    if (options != null)
    {
        foreach (var option in options)
        {
            if (option != null)
            {
                results.Add(new Option { Name = option });
            }
        }
    }
    return results;
}

Leaving you to do something like this:

var nonNullOptions = GetNonNullOptions(Option1, Option2, Option3, Option4);

Notice that I only check for null value items, as an empty string and a null value are two different things.