Option (B) nearly
Explanation:
Near is an adjective and Nearly is an adverb meaning "almost" or “not completely, not exactly”.
Utterly means "absolutely" or "entirely"
Mostly means “almost all the time”
So, in the given sentence "nearly" is the most appropriate choice. Thus, the sentence will become- We reached the station late, and nearly missed the train.
So, Option (B) is correct.