"Select all checkbox option?

No there is not an option for this.  You would have to do this via javascript

Add a checkbox with the value "*".  Then

MktoForms2.whenReady(function(form) {
  var formEl = form.getFormElem()[0],
    _forEach = Array.prototype.forEach,
    selCheckboxGroups = '.mktoCheckboxList',
    selWildcardBox = 'input[value="*"]',
    selStandardBoxes = 'input:not([value="*"])';
  (function makeSelectAll() {
    _forEach.call(formEl.querySelectorAll(selCheckboxGroups), function(boxGroup) {
      boxGroup.querySelector(selWildcardBox).addEventListener('change', function(e) {
        _forEach.call(boxGroup.querySelectorAll(selStandardBoxes), function(box) {
          box.checked = this.checked;
        }.bind(this));
      });
    });
  })();
});

Demo: http://s.codepen.io/figureone/debug/JKvRQv