First you can apply the a²-b² = (a+b)(a-b) theorem, you'll get:
(p²)² - 9² = (p²+9)(p²-9), but that's not all, you can apply it again on the last factor:
(p²+9)(p²-3²) = (p²+9)(p+3)(p-3)
The first factor cannot be simplified like that, so that's the furthest factorization. So answer (3) is the right one.