Your a good dude for even worrying about this, most dudes dont even give this thought. So your already ahead of the curve, that or I might just be saying this because I've fought with the same thing before. I'll be honest with you, most women do not handle knowing there an option well AT all. Unless they aren't looking for anything serious at all either, even then women don't like being an option. Its one of the few double standards when it comes to dating that is ok for them to have and not for us.
Women keep options, they talk, date and get to know as many dudes as they want until they select the one they want and most dont feel any kind of way about it. But as men, we can't really do that and get away (be open) with it. You got a handful of women you like and one or two that you really really like. Keep it to yourself until somethings official or make it know ASAP and I mean like the 1st couple weeks or so.
It also depends on the woman, some can handle that your dating and that they are an option (one you really like) others can't and that's fine. That might help you thin out who you need to focus on anyway. I mean you got alot going on, its selfish of them to expect you to drop everyone and just focus on them and your not evening in a relationship yet.
Now if you here having sex with them all and selling them all different dreams then that's messed up but outside of that, I'd suggest keeping the fact that your dating or like more than one of them to yourself. In the past I've messed up more than a few potential relationships trying to be completely open with people I'm not even in a relationship with yet that I had to step back and be like you
"Keep that ish to yourself" all you do is give the other person something to worry or ponder about. It goes from getting to know each other in there minds to a competition that most would rather not participate in rather than not be "selected"
That's just my two cents and experience coming from a breh that has done the bare soul thing. Even with the best of intentions and good heart you'll end up burning yourself, if asked be honest, if sex gets involved with more than one potentially then you might want to speak on it. Outside of that just dating and pick the one that you feel like will work out best for you.
snitching to Hoya.