I had to think about it a bit to realize how/why this prints the help text.  What do you think about extracting this?

``` ruby
def help_text
  parser = Parser.new
  allow(parser).to receive(:exit)
  parser.parse(["--help"])
end

def options_without_documentation
  help_text.lines.select do |line|
    line =~ /^\s*--?\w+\s*$/
  end
end

it "documents every option" do
  expect(options_without_documentation).to eq([])
end
```

Notice also that my regex is a bit different; I think you need `w+`, not `\w` because if there was a multi-character option that lacked documentation your regex would not have found it.