I know occasionaly it is due to credit scores or lack of downpayment monies. I would advise that you talk to a lender that offers credit counseling and doesn't just tell you NO and then moves on to the next person.
I have been working with a local lender from Fairway Mortgage and the stuff he can do with credit scores is amazing. His name is Barry Wood. You can send him an email at firstname.lastname@example.org
Let him know that I told you to contact him and he may be able to help you with what you need.
Best of Luck!!
However, it's easier to lease without getting into the details of a lease option. Some contracts depending on the area you choose to live in, have in the lease contract where you as the leasee have the first right to buy if the seller chooses to sell.
If you still want a lease option I would contact brokers and lease property managers in the area you are relocating and first ask if they do lease options. Get a good Realtor recommendation. You may also want to ask them for names of investors in that area and a good lawyer who can help and protect your interest in the transaction.