According to general rule, em dashes are used to set off parenthetical information, as using em dashes, on both sides, puts the focus on the information between the em dashes.
Thus, in the given sentence, the use of em dash, Option A, will be correct.
Option B and C are incorrect - As a rule, a pair of em dashes should be used to set off parenthetical elements.
Option D is incorrect, as em dashes serve as harder versions of commas, they can be used to replace commas and semi colons in a sentence.