In final episode of Breaking Bad season 3 we saw Jesse Pinkman killing Gale. Why did he kill him and was killing the only option left?
Firstly, I've only just finished season 3, and whilst it looks like he probably killed Gale, the tears in his eyes, the hesitation and the camera work made it look like it could be ambiguous. To me, it looked like he started moving the gun away from Gale's head before he shot.
That aside, he did what he had to do in order to save Walter. Walter was all set to go and kill Gale himself when he was picked up and taken to the launderette to be killed himself. He bargained for his life, by offering Jessie in return; but Walt isn't stupid and knows that they would have killed both of them.
Walt's phone call to Jessie was supposed to be to get his location, but he tells him that he's been caught and they are going to kill him. As such, he won't be able to kill Gale himself, and that Jessie needs to return the favour of saving his life to Walt.
Jessie, whilst comfortable with being the bad guy, knows deep down (and openly admits) that he's not a murderer, and isn't the type of person to kill someone without good reason. He was willing to shoot at Gus' henchmen because of that they did to Tomas; but he knows that Gale is ultimately innocent and doesn't deserve to be killed.
He only goes through with the killing out of loyalty to Walt for having taught him to make better crystal meth than he could imagine, for checking him into rehab after the death of Jane, and also for saving his life at the shootout.
That covers why. As for was it the only option left; yes. Walt had crossed a line with Gus by killing two of his trusted employees to save someone who Gus never trusted, Jessie. Gus learned at that incident that he would never be able to control Walt like he can others; probably because Walt knows he's on borrowed time. As such, Gus wants someone to cook for him who he can control, and someone with an expected shelf life longer than Walt.
Once the line was crossed, Gus put in place plans to have Walt killed, and he was never going to let Jessie just roam the earth. Drug lords have a reputation to keep, and a one of not messing with them. Gus is boss and won't stand for insubordination. Killing Gale was the only way to save Walt's life, as he's the only one who can cook crystal meth to that quality, in the quantities required by Gus, other than Walt. Gus instructed Gale to get as much knowledge from Walt as quickly as possible so he could replace him; though Gale was left with the impression that Walt could drop dead from cancer any day, rather than being assassinated.