Which of the following species has the highest electron affinity?

The correct option is D.

Energy is released when an electron is added to the atom. Hence 1st electron affinity$\left({\mathrm{EA}}_1\right)$ is always taken as negative. The addition of a second electron to the negatively charged ions is opposed by Coulombic repulsion, hence energy has to be supplied for the addition of the second electron. Hence $\left({\mathrm{EA}}_2\right)$is taken as positive. 

The addition of an electron to ${\mathrm{F}}^{-}$ and ${\mathrm{O}}^{-}$ ions will involve repulsions, hence their $\left({\mathrm{EA}}_2\right)$ will be positive.
Due to the stable fully filled configuration, ${\mathrm{Na}}^{+}\left(1{\mathrm{s}}^{2}2{\mathrm{s}}^{2}2{\mathrm{p}}^6\right)$ it has a lower value of electron affinity $\mathrm{O}$. Hence $\mathrm{O}$ has the highest electron affinity.