Step 1: Draw glyoxal.
Glyoxal is the simplest dialdehyde, $\text{OHC}-\text{CHO}$, with two aldehyde carbons joined directly.
Step 2: Count the carbon chain.
The longest chain containing both carbonyls has exactly 2 carbon atoms.
Step 3: Name the parent alkane.
A 2-carbon alkane is ethane.
Step 4: Apply the dialdehyde suffix.
Two $-\text{CHO}$ groups means the suffix -dial replaces the final -e of ethane, giving ethanedial.
Step 5: Check for locants.
The two aldehyde groups must sit at the ends of the chain, so no position numbers are needed.
Step 6: Eliminate the other options.
Propanedial has 3 carbons, 2-methylpropanal and prop-2-enal have different skeletons, so none fits glyoxal.
\[ \boxed{\text{Ethanedial, option (2)}} \]