The correct one is Particles in a gas have more energy than particles in a liquid.
Why? Well, as a substance gets hotter, more energy is added to it. Lets take water for example. When water is cold, it gets frozen and the particles are only vibrating very slowly. Then when we melt the ice and it turn into liquid, the particles begin to slide past each other. Then, when the water evaporates it has even more energy, and the particles move freely.
I added a picture of how different particles move for further explanation.