Its not really a question of for and against; but developing your understanding of the question that Nietzsche is discussing, and situating this in Nietzsches text.
For example, a naive view, running along with his phrase 'God is dead' is to think Nietzsche is intent on tearing down religion. However as the synopsis of Julian Youngs book Nietszches philosophy of religion shows:
In his first book, The Birth of Tragedy, Nietzsche observes that Greek tragedy gathered people together as a community in the sight of their gods, and argues that modernity can be rescued from 'nihilism' only through the revival of such a festival.
Nihilism, in some sense, constitutes the negation of all three options that you've listed; and the common view listed here is that the early Nietszche is looking towards reviving the pagan religion in a German context given that Christianity in Europe (as an intellectuel force) appeared to be crumbling under the onslaught of modernity.
This is commonly thought to be a view which did not survive the termination of Nietzsche's early Wagnerianism
ie the infatuation of Nietszches of all things Greek (which is the tail-end of a classical revival that started in the renaissance in Italy).
but Julian Young argues, on the basis of an examination of all of Nietzsche's published works, that his religious communitarianism in fact persists through all his writings. What follows, it is argued, is that the mature Nietzsche is neither an 'atheist', an 'individualist', nor an 'immoralist': he is a German philosopher belonging to a German tradition of conservative communitarianism