Option 1 is the only good solution.
Option 2 does the same but you repeat the column name lots of times; additionally the SQL engine doesn't immediately know that you want to check if the value is one of the values in a fixed list. However, a good SQL engine could optimize it to have equal performance like with IN
. There's still the readability issue though...
Option 3 is simply horrible performance-wise. It sends a query every loop and hammers the database with small queries. It also prevents it from using any optimizations for "value is one of those in a given list"