Correct option is B
The adverb in the sentence "They worked very diligently for the upcoming concert burning the midnight oil." is "diligently."
Adverbs are words that modify verbs, adjectives, or other adverbs, often providing information about how, when, where, why, or to what extent something happens. In this sentence, "diligently" modifies the verb "worked," describing the manner in which the work was done.
Therefore, the correct answer is (b) Diligently.