The correct option is (2) "need not go" because it conveys the idea that there is no need for the person to go to the market to purchase a pen drive since the speaker already has one. This is the appropriate use of a modal to express the lack of necessity or obligation in the sentence. The other options do not correctly convey this meaning.

1) "need not to have gone" : This option implies that the person has already gone to the market in the past. It doesn't convey the intended meaning of not needing to go now.

3) "need not going" : This is not grammatically correct. The infinitive "to go" should be used after "need not."

4) "need not to go" : This option is redundant. "Need not go" is a more concise and appropriate way to express the lack of necessity.

Option (2) "need not go" is the correct choice as it accurately conveys the intended meaning without redundancy or grammatical issues.