The White Sox currently have seven players on their 40-man roster who do not have five or more years of service time and who are out of minor league options:
Pitchers
Hector Noesi
Javy Guerra
Dan Jennings
Maikel Cleto
Eric Surkamp
Position players
Conor Gillaspie
Dayan Viciedo
Jordan Danks
J.B. Shuck (both Danks and Shuck have one option left since they both spent less than 20 days in the minors during one of the option years I was incorrectly counting, my bad)
What this means is that, if the White Sox want to keep them, these players either need to be on the 25-man roster or must clear waivers to be sent to the minors. A player without options often has an edge in a close competition for a roster spot when competing with a player who still has options.
What's interesting for 2015 (at least as things currently stand) is that there are players out of options competing with one another for the same job, such as Jennings and Surkamp.
Also, Guerra and Cleto being out of options means that Daniel Webb, who does have options, is a longer shot for a spot in the bullpen. And if the White Sox acquire another starting pitcher, Noesi might further complicate the bullpen picture.