When we heat up liquids and gasses it expands
density of material decreases as space between particles increases
so it become less dense
and we also know that less dense liquids and gasses comes at the top and more dense comes at the bottom
so when we heat up liquid and gasses become less dense and move up and other part of liquid and gas which was not heated comes down
this process is called convection
and it produces convection currents
so here third option is correct
convection currents in fluids due to changing densities