The art movie I watched this evening has put me in a pensive mood.

Answer: Option B

Cheerful : noticeably happy and optimistic.
Reflective : providing a reflection; capable of reflecting light or other radiation.
Confused : (of a person) unable to think clearly; bewildered.
Depressed : (of a person) in a state of unhappiness or despondency.
Pensive : engaged in, involving, or reflecting deep or serious thought.

Synonym of Pensive is Reflective