I tried the following to no avail and couldn't find any documentation.
read Option
case $Option in
[1] ) echo "1" ;;
[2] ) echo "2" ;;
[$'\n'] ) echo "LF" ;;
[0] ) exit ;;
* ) echo "Invalid input" ;;
esac
The following works though.
$ x="
> "
$ if [ "$x" = $'\n' ]; then echo "newline"; fi
newline