Answer : The correct option is, Fe because it lost 3 electrons.
Explanation :
Redox reaction or Oxidation-reduction reaction : It is defined as the reaction in which the oxidation and reduction reaction takes place simultaneously.
Oxidation reaction : It is defined as the reaction in which a substance looses its electrons. In this, oxidation state of an element increases. Or we can say that in oxidation, the loss of electrons takes place.
Reduction reaction : It is defined as the reaction in which a substance gains electrons. In this, oxidation state of an element decreases. Or we can say that in reduction, the gain of electrons takes place.
The given balanced chemical reaction is :

The oxidation-reduction half reaction will be :
Oxidation :

Reduction :

In this reaction, the oxidation state of 'Fe' changes from (0) to (+3) that means Fe lost 3 electrons and it shows oxidation and the oxidation state of 'O' changes from (0) to (-2) that means O gains 2 electrons and it shows reduction.
Therefore, the correct option is, Fe because it lost 3 electrons.