What are their options?

"Let us begin by supposing that Nature is all that exists. ...
In this situation there are, I think, three things one might do:
(1) You might commit suicide ...
(2) You might decide simply to have as good a time as possible. The universe is a universe of nonsense, but since you are here, grab what you can. Unfortunately, however, there is, on these terms, so very little left to grab - only the coarsest sensual pleasures ...
(3) You may defy the universe. You may say, 'Let it be irrational, I am not. Let it be merciless, I will have mercy.'"

C.S. Lewis

Present Concerns (1948)