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 

Now click the Add button to see the following screen:

Enter in the name section the gender you wish to add and click submit.  This option will now be available for employees to choose from.