Step 1: Understanding the Concept
An ovule has layers one inside the other.
Step 2: Layers
The egg lies inside the embryo sac, which is embedded in the nucellus. The nucellus is covered by integuments.
Step 3: Order
From the innermost part, the order is egg, embryo sac, nucellus, integument.
Step 4: Conclusion
Egg, embryo sac, nucellus, integument is correct.
Final Answer:
The order is egg, embryo sac, nucellus, integument.
\[ \boxed{\text{(B) }\text{Egg, embryo sac, nucellus, integument}} \]