End each line with a %. This will gobble the line-feed and all whitespace at the beginning of next line. Thus you'd get
\documentclass[option1,%
option2,%
option3,%
option4,%
option5,%
option6,%
option7]{article}
to do what you want it to.
Edited To Add: As Geoffrey points out in a comment to this answer, in this context, this solution is overkill. Using % at the end of a line will always gobble up the newline and the leading whitespace — however, this is (as Geoffrey points out) irrelevant unless in a context where initial whitespace is influential. Thus, in a \documentclass, it can be omitted and Kit's original code used; while in a case like
\begin{tikzpicture}
\foreach \p/\x/\y in {%
0/1/2,%
2/3/4,%
3/4/5,%
4/5/6,%
} {
\node [coordinate] (p\p) at (\x,\y) {};
}
% Do stuff with the defined coordinates
\end{tikzpicture}
it becomes relevant, as otherwise the whitespace would be included with the definition of \p, and destroy the crafted coordinate names.
Plenty similar examples outside of TikZ exist — this was the example I could think of the quickest where it becomes relevant.
%'s in places where TeX\LaTeX is not in (let's call it) typesetting mode, that is, where not tokenising the stream of characters for eventual output processing. Unless you have some very weird list processing command, most comma separated lists expansion rules treat newlines as spaces. So, the%'s are quite unnecessary in the context of your particular example. Most coders would omit then since they're quite a pain to read and write. – Geoffrey Jones Sep 12 '10 at 15:11\endlinecharcharacter at the end of every line (after stripping of trailing spaces). By default, this has category code 5. In state M, a catcode 5 token ends the line and inserts a space token (char code 32, catcode 10). In state N, it inserts a\partoken and in state S, it does nothing. – TH. Feb 22 '11 at 04:06