1. How are you faking _fakeDbContext?
2. How is OptionEntities defined?
3. How is Add defined?
Note: if the Add is part of mscorlib (List for example) then the best way to test this is to actually grab the list and check for the result.
_fakeDbContext.OptionEntities = New List(Of OptionEntities)
Dim optionEntity = _fakeDbContext.OptionEntities(0)