Alkynes are more polar among alkane, alkene and alkyne. This is because of the electron density near the triple bond.
Alkyne is sp hybridised, alkene is sp2 hybridised, whereas alkane is sp3 hybridised.The sp hybridised alkyne has more s character in comparison to alkene and alkane. Therefore the pi electrons are more tightly held in alkynes due to more electronegativity. This gives rise to small dipole moment in alkynes. Hence they are polar.