The correct option is A day
An adjective clause is a group of words that contain a subject and a
verb, and it functions as an adjective that modifies a noun or a
pronoun. Adjective clauses usually begin with relative pronouns such as
who, whom, whose or a relative adverb like when, where and so on.
The adjective clause is generally placed right after the noun or pronoun it modifies.
Option B is correct because the adjective clause "when we watch a movie together" modifies the noun "day".
Option A is incorrect because the clause modifies the day, it tells us which day, not which Saturday.
Similarly,
option C is incorrect because 'movie' is a fragment of the clause itself.
Option D is incorrect because 'together' is an adverb, not a noun; adjective clauses do not modify adverbs.