I agree there are always options, the problem is knowing them. For example, I suppose at any time there is a stock I could buy for little money that would make me a millionaire over night. The problem is I don't know which one.
Of course other options are maybe simpler to judge than stock prospects, but the general problem still holds. In fact, if markets are efficient, wouldn't it imply that choosing anything in life is as difficult as picking the right stocks? Because making a choice (on actions) is an economical decision, hence it is subject to the efficient markets theorem.