Answer
Option a.
In the positive $x$-direction.
Work Step by Step
This question is a little sneaky. It says that the electromagnetic wave is traveling in the positive $y$-direction, but then only shows the direction of the electric field vector in the diagram. This question is very similar to Stop to Think 31.3
Using the right-hand rule for cross products, our thumb becomes the electric field vector, our pointer finger becomes the magnetic field vector, and our middle finger becomes the velocity vector.
The velocity is in the $+\hat j$ direction and the electric field is in the $+\hat k$ direction, and thus we need to point our thumb towards us and our middle finger upwards.
If we stick out our pointer finger so that it is perpendicular to the plane that our thumb and middle finger makes (the $yz$-plane to be exact), then we see that our pointer finger is pointing in the $+\hat i$ direction, to the left, which is the positive $x$-direction.
Option a. is correct.