Step 1: Concept
The standard deviation of the first $n$ natural numbers is $\sigma = \sqrt{\frac{n^2-1}{12}}$.
Step 2: Analysis
Here $n = 100$.
$\sigma = \sqrt{\frac{100^2-1}{12}} = \sqrt{\frac{9999}{12}}$.
Step 3: Calculation
$\sigma = \sqrt{\frac{3333}{4}} = \frac{1}{2}\sqrt{3333}$ (Checking options).
Note: Source material displays option A as $\frac{1}{2}\sqrt{3333}$ effectively.
Final Answer: (A)