Max Vernon has a helpful script to tell you if, for example, ANSI_NULLS is on:
SQL Server can be configured to provide certain behavior to client sessions, via the
SET OPTIONS=command, or via thesys.sp_configure 'user options'system stored procedure. TheSET OPTIONS=command only affects the current session, whereas thesys.sp_configure 'user options'system stored procedure configures the default values for all future user sessions.
Click through for the script, which even contains a quick description of each option.