Answer:
Dame
Step-by-step explanation:
In this sentence you have someone "Lupe" talking directly to Alex, in second person, so the verb that you are searching for should be conjugated for the second person, and she is asking for the pen to be handed to her, so you should also search for a reflexive verb:
Déme is for usted, which is not the case in this sentence
Denme is used for the plural.
Date is used to say give yoursel, so the correct option would be Dame, which is conjugated in second person, and says give me.