Which of the following algae secrete "saxitoxin"?

The correct option is A Gonyaulax
Genus Gonyaulax of dinoflagellates secretes neurotoxin saxitoxins which are the causative agents of paralytic shellfish poisoning (PSP). Mollusks such as mussels and clams feed on large number of dinoflagellates; human consumption of those mollusks causes paralysis. Option A is correct. Oscillatoria is a filamentous cyanobacterium which makes option B incorrect as Saxitoxins are secreted by dinoflagellates. Noctiluca, the Night Light, is a colourless dinoflagellate which exhibits characters like dinoflagellates (holozoic nutrition and bioluminescence) and like that of protozoans (absence of armoured cell wall, a characteristic feature of dinoflagellates, and presence of pellicle); it does not secrete saxitoxins. Option C is incorrect. Pyrocystis genus includes mostly spindle shaped dinoflagellates that do not secrete Saxitoxins. Thus, the correct answer is option A.