Why the options are incorrect:
* "What your country name" is missing a subject (who is the "your" referring to?).
* "or name?" is incomplete. It doesn't make sense on its own.
The correct way to ask the question:
* "What is your country's name?" This is the most natural and grammatically correct way to ask.
You could also ask:
* "What country are you from?"
* "Where are you from?"
These alternatives are more conversational and less formal.