Highest and Best Use of a Pensions retirement plan?

[Account Closed]

In your opinion what would be your advice for the best use of a pension that will be released in the future? The options are rolling it into another 401k, cash it out (with all the tax penalties that go along with that), take monthly annuity for life, or keep it in the same account it is in now until retirement. 

What do you think the would be the highest and best use with this money? I am leaning into rolling into a solo 401K, but It is the only money I have so the decision I make needs to be the right one. I have a couple days before I have to make  my final decision.