When there is a color change it is because something is happening, so we can discard the "Nothing has taken place" option.
A pressure change will also not be an option since pressure can cause molecules to be closer together or further apart causing phase changes, not color changes.
Now, between a physical change and a chemical change. The correct option will be a chemical change. Taking pH as an example, when there is a change in pH using an indicator, this change can affect the chemical structure causing the color change. A physical change cannot cause that.
So the answer will be: A chemical change has taken place