Long before this happens there will appear some existential threats. But lets ignore that, in case there should be still life on earth at this point, there is only one chance to survive: leave the planet or maybe even leave the solar system.

The time frame is however quite large anyway as it will take quite a very long time for the sun to "die". As Caltex pointed out already above, the Sun also does not "explode" it does however expand dramatically before shrinking again as he mentioned as well.