Quantity Breaks and Product Options do work together. If you have non-priced options on a product that is selected by Quantity Breaks when that product is added to the cart, it will have all selected options on it, and Quantity Breaks will apply a quantity break discount if the user is eligible.
The quantity breaks discount can also apply to priced options as well. You would need to select the product with Quantity Breaks that is linked to the priced option (Product Options will create a hidden option product in the store if a price is added to the option without actually selecting a product in your store). When that priced option is selected by the user and the product is added to the cart, the product that is linked to the priced option is also added to the cart (although it's hidden) and is eligible to receive a quantity break discount.