I have found that in a survey question you create a new option, edit it changing the name when trying to post you get an error, that also happens if you try to add, edit and delete an option. This happens because for posting and deleting options the applications compares the list text and value properties assuming that if they are not equal the are already existing options with a valid guid in the value property. A fix for this will be to check if the property value contains a valid guid, if not assume is a new item. The SaveQuestionOption could be like this:

        private void SaveQuestionOptions(Question question)
        {
            QuestionOption option;
            int order = 0;
            Guid optionGuid;
            // Save options
            foreach (ListItem item in lbOptions.Items)
            {
                if (Guid.TryParse(item.Value, out optionGuid))
                {
                    option = new QuestionOption();
                }
                else
                {
                    option = new QuestionOption(optionGuid);
                }
                option.Answer = item.Text;
                option.QuestionGuid = question.QuestionGuid;
                option.Order = order++;
                option.Save();
            }
        }

and the BtnDeleteOption_Click like

        private void BtnDeleteOption_Click(Object sender, ImageClickEventArgs e)
        {
            Guid optionGuid;
           if (lbOptions.SelectedItem == null) return;
            if (Guid.TryParse(lbOptions.SelectedItem.Value, out optionGuid))
            {
                List<Guid> deletedOptions;
                deletedOptions = (List<Guid>)ViewState[Deleted_Options_Key] ?? new List<Guid>();
                //store the removed item in viewstate to remove from storage when saved
                deletedOptions.Add(optionGuid);
                ViewState.Add(Deleted_Options_Key, deletedOptions);
            }
            lbOptions.Items.Remove(lbOptions.SelectedItem);
        }

This will work for ASP.NET 4.0 since the Guid.TryParse function is not available in 3.5. For both version we can declare a helper function as:

        public static bool TryParse(string input, out Guid result)
        {
#if NET35
            try
            {
                result = new Guid(input);
                return true;  
            }
            catch (Exception ex)
            {
                result = Guid.Empty;
                return false;
            }
#endif
            return Guid.TryParse(input, out result);
        }