The correct answer is A. When I dropped my ring into the snow, I panicked.
Explanation
The object of a preposition is a grammatical issue that refers to a noun or pronoun that is ruled by a preposition. Generally, in the object of a preposition, the noun/pronoun is located later of the preposition. In this case, the preposition is "into" and the noun is "the snow". Also, the word "into" ruled the noun" the snow". According to the above, the correct answer is A. When I dropped my ring into the snow, I panicked.