It's kinda hard to read because of the improper indenting, but if the Options = input("...") line is in the scope of an if and you're trying to access it outside, there's going to be an error

how to fix:
add a global before "Options"

if condition:
  global Options = input('asdf')

if Options == '1':
  # do things

The issue is that you need the option conditions inside the first if statement.
Here is the fixed code:

print('Robot: Hi my name is "Robot" Your Emotional Helping Hand "EHH" for short.')
print("Robot: How is your day? Good or Bad?")
Feeling = input("You: ")
if Feeling == "Bad":
    print("Robot: I am sorry to hear that.")
    print("Robot: How can I help? ")
    print("-------------------------------------------")
    print("If Option 1: GO AWAY! Type: 1 ")
    print("If Option 2: I could real use a friend to talk to. Type: 2 ")
    print("Pick Only One")
    print("-------------------------------------------")
    Options = input("Option: ")
    if Options == "1":
        print("You: GO AWAY!")
        print("Robot: ok:( shuting down")
    elif Options == "2":
        print("You: I could real use a friend to talk to.")
        print("Robot: Ok, What do you want to talk about? ")
elif Feeling == "Good":
    print("Robot: Good Have a nice day:) shuting down")