The company that I'm working for is going to be sold and all my options are going to be vested at the time of the sell. What can I do to avoid capital gain tax on the profit?

Vesting of your options does not produce income. Virtually always, they vest as you hold them anyway, (that is they become non-defaultable - yours). You pay tax on the gain you realize upon their sale. Actually, you don't pay capital gain tax by the way...it's worse...the amount you have as income upon sale (presuming a "cashless transaction" where you authorize the options to be exercised to buy the related stock at the option price and that stock to be sold for the market price, realizing a profit on the difference), is reported as employee compensation, that is ordinary income, on the W-2 your employer provides. Hence, it's taxed at ordinary, not gain rates. But that has to do with options not receiving dividends along the way too. You can't avoid the tax, but there may be someways, if you own other stock of the Co, that you want to maintain, to effectively make the deal get taxed at Cap gain rates, but it is situational and complex.