This is two lines, but slightly less complex:
EnumSet<Options> temp = EnumSet.noneOf(Options.class); // make an empty enumset
temp.addAll(Arrays.asList(options)); // add varargs to it
I don't consider this worse than any other kind of variable declaration for a class which doesn't have the constructor you want:
SomeClass variable = new SomeClass(); // make an empty object
variable.addStuff(stuff); // add stuff to it