Within Natural HR, it is possible to create your own list of Genders. If a customised list is not created, the default options will include Male, Female and Not Given. 

To populate your own Genders list, you will need to browse to:

Administration -> HR -> Data Management -> Genders 

To add an additional gender simply click the Add button and you'll be taken to the following screen:

Once here simply enter the name of the gender you'd like to add and click the Submit button. This option will now be available for employees to choose from.