Final answer:
The optimal null hypothesis for examining if there is a variance in depression scores between genders is that there is no difference in depression levels between genders. This neutral stance is pivotal for conducting statistical tests.
Step-by-step explanation:
The most appropriate null hypothesis for a study aimed at finding whether there are differing levels of depression between genders would be (a) There is no difference in depression levels between genders. This statement serves as a baseline assumption allowing for statistical testing to determine if there is an evidence to suggest a difference. If the study's results show significant differences, then researchers could reject the null hypothesis in favor of an alternative hypothesis, which might suggest that one gender has higher levels of depression.