I have domain.com. If the user is logged in, it should load automatically domain.com/option-X where X is a predefined choice of the user.
The effect of the 301 would be that the search engines will index /option-a instead of /option-x. Which is probably a good thing since /option-x is not reachable for the search index and thus could have a positive effect on the index. Only if you use this wisely ;-)
After the redirect put exit(); to stop the rest of the script to execute
header("HTTP/1.1 301 Moved Permanently");
header("Location: /option-a");
exit();