In some stories, tension is created when the hero is running out of options. The coping mechanisms no longer work, other people get fed up with the hero, or the hero is placed in increasingly dire straits until the only way left is to jump into the adventure.
In Sister Act, Whoopi Goldberg's character witnesses a mob murder and has to go into hiding as a nun. Her options are limited - pretend to be a nun or die.
Other heroes don't even get that much choice - they are simply "shanghaied" into the adventure, conked on the head to wake up far out at sea, committed to adventure whether they like it or not.
Tension can also be felt when a character knows what they want, but then discover they have options they never dreamed of, or thought possible before. Will they leave their job, home, friends and family for the adventure?
How do you use options to create tension, or dilemma for your characters?