Good thermal insulation works mainly by trapping still gas (usually air or a blowing-agent gas) in tiny pockets, since gas conducts heat far more poorly than any solid, and by minimizing the solid material's own contribution to heat flow. Judge each option by how much trapped-gas structure it has.
Since heat transfer through a material is minimized by maximizing trapped, still gas, and polyurethane foam achieves this the most effectively of the four, it is the best thermal insulator here.
Therefore, the correct answer is Polyurethane foam.