How does the play conclude?

In the conclusion of "Oedipus Rex," Oedipus leaves Thebes in exile after uncovering the tragic truth about his origins and the fulfillment of the prophecy that foretold he would kill his father and marry his mother. The harrowing realization leads him to blind himself and take responsibility for the catastrophe that has befallen the city and his family. His exile serves as a punishment for his actions and a means of protecting Thebes from further misfortune. This act of leaving in exile reinforces the themes of fate, knowledge, and the consequences of one's actions that permeate the play, emphasizing the tragic nature of Oedipus's journey and the severe implications of his past decisions.

The other options do not accurately convey the outcome of the play, as Oedipus does not become king of a new city, nor is there a festival celebrating him at the end. The mystery of the plague on Thebes is resolved with his revelation, dismissing the idea that it remains unsolved.