Answer:

c ) Short Call option

Step-by-Step explanation

In European Vanilla option, it is observed that:

Negative delta implies that both the underlying, as well as the option value move in the opposite directions. Thus, the long puts and the short calls face negative deltas.

Negative gamma implies that delta rises with a fall in the price. Thus, the short put and short calls face negative gammas.

Thus, out of the various options mentioned above, only the short calls option will be available in the portfolio. Hence, the right answer is (C).