That's a known problem with the current version of Extra Options. From the Troubleshooting section:
* Problem: I keep getting a message telling me the HUD extensions aren't detected.
Because PN EO adds a new menu, it has to be appended to the include files. PN EO also assumes that you are using uHUD to manage all your HUD mods. If you use uHUD with PN EO, simply install PN EO, then disable and reactivate uHUD (assuming you have version 2.30).
If that still doesn't work then just deactivate PN - EO, activate/reactivate uHUD and the just active PN - EO last to get the include files appended. That's what I had to last time to get it working.
If you're using BOSS and have a userlist.txt going then paste the following in if you don't have them already, they're all from Extra Options:
Spoiler ADD: http://newvegas.nexusmods.com/mods/47285
AFTER: Project Nevada - Core.esm
APPEND: REQ: Project Nevada - Core.esm
ADD: http://newvegas.nexusmods.com/mods/47285
AFTER: Primary Needs HUD-Kick Start Fix.esp
APPEND: REQ: Project Nevada - Core.esm, Project Nevada - Extra Options.esm and Project Nevada - Cyberware.esp
ADD: http://newvegas.nexusmods.com/mods/47285
AFTER: Project Nevada - Cyberware Additions.esp
APPEND: REQ: Project Nevada - Core.esm, Project Nevada - Extra Options.esm and Project Nevada - Rebalance.esp
ADD: http://newvegas.nexusmods.com/mods/47285
AFTER: Project Nevada - Rebalance Complete.esp
APPEND: REQ: DeadMoney.esm, HonestHearts.esm, OldWorldBlues.esm, LonesomeRoad.esm, GunRunnersArsenal.esm, Project Nevada - Core.esm, Project Nevada - Extra Options.esm, Project Nevada - Rebalance.esp, Project Nevada - Cyberware.esp and Project Nevada - Rebalance Complete.esp
I didn't have any problems with that load order.