Start from what Bence Jones protein actually is: free immunoglobulin light chains passed in the urine, the hallmark of multiple myeloma. Anything that is an immunoglobulin belongs to a particular electrophoretic band.
On a serum protein electrophoresis strip the bands run as albumin, then alpha-1, alpha-2, beta and finally gamma. Antibodies sit in the gamma region, which is exactly where the myeloma M-spike appears. Because Bence Jones protein is part of an immunoglobulin molecule, it traces back to the gamma globulin fraction.
The other options carry non-antibody proteins. The alpha and beta zones hold carrier and acute phase proteins such as transferrin and haptoglobin, and a delta globulin band is not part of standard electrophoresis. So the gamma globulin origin is the correct one.
\[\boxed{\text{C. Gamma globulins}}\]