I imagine this is a figurative way of saying Inelle Corey is playing on the Devil's team, or is optioned to do so. In baseball,
If a player is on the 40-man roster but not on the active major league roster, he is said to be on optional assignment—his organization may freely move him between the major league club and the minor league club.
Alternately, it might be a figurative way of saying she is financially associated with Hell; a financial option being
a derivative financial instrument that specifies a contract between two parties for a future transaction on an asset at a reference price (the strike). The buyer of the option gains the right, but not the obligation, to engage in that transaction, while the seller incurs the corresponding obligation to fulfill the transaction.
Early in the conversation which the quoted passage ends, Corey is said to express righteousness or anger; at times she is defensive and doubtful, at others open and helpful. In that context, it seems to me that “walk heavily away like hell's own option” suddenly pops up unmotivated. Perhaps Harris liked the ring of it; I don't know just what he meant, and think the phrase “walk heavily away like hell's own minion” would sound as well and be more clear.