Option 1: Oxygen is not considered a greenhouse gas because it does not trap heat in the atmosphere like greenhouse gases do.

Option 2: Nitrogen is also not considered a greenhouse gas as it does not have the ability to trap heat in the atmosphere.

Option 3: Carbon dioxide (CO2) is indeed a greenhouse gas. It is released into the atmosphere through activities such as burning fossil fuels and deforestation. CO2 traps heat in the atmosphere, leading to global warming.

Option 4: Ozone (O3) is not a greenhouse gas, though it does play a role in the Earth`s atmosphere. Ozone forms a protective layer in the stratosphere, shielding the Earth from harmful ultraviolet radiation.

Therefore, the correct answer is option 3, Carbon dioxide, as it is a greenhouse gas that contributes to climate change.