The correct option is C working out
A phrasal verb is a verb combined with an adverb or preposition (verb + preposition or verb + adverb) to
provide a meaning different from the literal meaning of that individual
verb. 'Working out' is a phrasal verb as it's of the form verb (working) + adverb (out); it means 'exercising vigorously', hence option C is correct. 'You need' is a phrase made of a pronoun 'you' and a modal verb 'need', it's not a phrasal verb, hence option A is incorrect. 'To start' is an infinitive to + verb (start), it's not a phrasal verb hence option B is incorrect. 'Immediately' is an adverb of time, hence option D is incorrect.