Step 1: Build the unit of stress from first principles.
Stress is defined as force divided by area, $\sigma = \dfrac{F}{A}$, so its unit must simply be the unit of force divided by the unit of area.
Step 2: Plug in the SI units.
Force is measured in newtons, N, and area is measured in square metres, $m^2$, so stress naturally comes out in $N/m^2$, which has been given its own name, the pascal, $Pa$.
Step 3: Scale up to a practical engineering unit.
Since one pascal is a tiny amount of stress, engineers almost always quote stress in megapascals, where $1\ MPa = 10^6\ Pa$, so MPa is simply a convenient, larger multiple of the correct SI unit, unlike the other options which either have the wrong dimensions or wrongly claim stress has no units at all.
\[ \boxed{MPa} \]