What Are the Options for Naturally Thin (Not Thinning) Hair?

Some options for naturally thin hair is Scalp MicroPigmentation.  You can see examples of this non-surgical approach to thin or thinning hair in the VIDEO.

Even thin hair can make a difference in some cases. If, however the donor area itself is thinned out, the chances of a hair transplant helping become even less. The other thing to do is to identify a possible treatable underlying cause for the hair loss and treat that.

Hair transplants are probably not appropriate for the condition that you described in your question. Hair extensions, volumizing shampoos, and hair thickening agents are worth a try as enhancements for your hair.

 Hair transplants require a donor area with more hair. The best solution is the use of "additions" which can be attached to your existing hair to create thichness.

Unfortunately at the present time hair transplant is the only viable option.  However, if the donor hair is thin and sparse even this will not work. 

Many hair salons offer various versions of hair extensions which can add fullness to your hair. however, you must be cautious that they are added loosely. SoCap is one brand that uses adhesive pads to gently attach the extensions to other hairs. Do NOT recommend beeswax or other adhesives that can pull on your hair when they are removed.
Rogaine may also help slightly thicken hair as it is growing out. Finally, shampoos with wheat protein can thicken hair. Toppik is a brand of keratin protein that can be scattered into the scalp and provide camouflage where needed. See your dermatologist for other options.

The best treatment for a thin head of hair to make it look full is Scalp Micropigmentation (see below)

Hair replacement surgery is not beneficial when treating diffusely thin hair. Your best  alternatives include hair extensions combined with  products which coat the existing hairs improving shaft diameter.