Greetings Thulasi7689,
Welcome to Apple Support Communities and your new iPhone.
To clarify, did you download the Move to iOS app from the Google Play Store? If not, this could be the reason why that option does not appear during the set up process. Let's follow the steps in this resource to make this transfer as seamless as possible:
Move from Android to iPhone, iPad, or iPod touch
If you run into any issues, please provide the community with the exact details of the behavior. Having this information will allow us to determine the next best steps to take.
Have a wonderful day!