As Karishma and Chetan have pointed out before me, you're right that all five answer choices are correct here, so the question doesn't make sense. I'm curious where you saw it.
It would be tricky to reword it to make it correct. The question is asking for the "solution set" of the inequality, but even if we had an answer choice like -2 < x < 3, that alone is not the solution set because x must also be an integer. The posts above suggest the question could use "range of values", and while that phrase is sometimes used in math in general, outside of the GMAT, I don't think the GMAT would ever use it in this context (I may be wrong about that, but I don't recall ever seeing it, and on a quick search I only found that usage in unofficial questions). The problem with using "range" in this context is that it can easily be confused with the "range" we use in Statistics; if I were asked for the range of x's values in this question, I would think the answer should simply be 3, because the largest value x can have is 2, and the smallest value is -1, and 2 - (-1) = 3.
Actually that's probably the easiest way to turn this into a valid question: ask for the range of the set of values x can take, where range means largest minus smallest.