Migration to androidX missing in Android Studio

Switch to "Android" or "Project" tab in the file navigation window. And right click on your parent folder and go to refactor, there listed "Migrate to android" option. It is very simple. In case of any mistakes in migration we can switch back to appcompat version using "migrate to appcompat" under same menu.

"Refactor to AndroidX" option is available for AndroidStudio 3.2 stable and later. https://developer.android.com/studio/