C# code to add Choice column to list programmatically in Visual Studio

Lets considering lstCustomList is your list object and you have set AllowUnsafeUpdate() to true for the web object. We are adding two choices in the choice column.
First we will add choice column itself to the list and then we will add the choices in that column and update the field. The main point to taken in to consideration is that it is SPFieldChoice not the SPField.

lstCustomList.Fields.Add("ABC", SPFieldType.Choice, false);
lstCustomList.Update();
SPFieldChoice objChoiceCol = (SPFieldChoice)lstCustomList.Fields["ABC"];
string[] strdata = new string[2];
strdata[0] = "Open";
strdata[1] = "Close";
objChoiceCol.Choices.Add(strdata[0]);
objChoiceCol.Choices.Add(strdata[1]);
objChoiceCol.Update();
lstCustomList.Update();