Sorry, but I disagree with everyone. The question states "a gaming application that is hosted in an on-premises data center". Option D does not address this and cannot to my knowledge address it. Thus:
A. Create an AWS Storage Gateway file gateway. Create a file share that uses the required client protocol. Connect the application server to the file share.
By using AWS Storage Gateway in file gateway mode, you can extend your on-premises data center storage into the AWS cloud. The file share created on AWS Storage Gateway can use the necessary client protocol (such as Lustre), which would allow the Lustre clients in your on-premises data center to access the data stored on AWS Storage Gateway.
This solution enables you to use Lustre clients to access data, while still keeping the gaming application hosted in your on-premises data center. AWS Storage Gateway provides a fully managed solution for this hybrid scenario, allowing seamless integration between on-premises and AWS cloud storage.