The correct option is
C to have
The verbs that do not explain the tense of the sentence and do not agree with the subject are called non-finite verbs. Non-finite verbs are usually infinitives, gerunds and participles.
Option A - 'Have' is a finite verb as it explains the tense of the sentence and it also agrees with the verb. Hence, option A is incorrect.
Option B - 'Having' is the participle form of the verb and is a finite verb as it explains the tense. As the verb in the sentence is already in the participle form, we can't place another verb in participle form too. Hence, option B is incorrect.
Option D - 'Will be having' is grammatically incorrect to use here. As the given sentence already has 'are going', it needs a non-finite verb and not a finite verb/helping verb. Hence, option D is incorrect.
Option C - 'To have' is an infinitive and is a non-finite verb as it doesn't explain the tense. Hence, we can use 'to have' here. Thus option C is the correct answer.
'I know you are going to have lots of fun.'