The first or the third would be ok. It depends on 'how loudly', and with what tone, she's thinking the word. You can say 'Damn' quite mildly, or you can say it as if it's a full-on swear word.
I'd say the third option, and definitely no speech marks for thoughts.
Then again, if your character is actually articulating a word as a thought then just use italics and cut down on the attribution. As you'll be maintaining one POV throughout the scene then everyone will know who this thought belongs to, so don't repeat yourself and cut the "Charlie thought".
Charlie opened the fridge to get a beer, but it was empty. Damn!
One or three. Two would only work if it was communicated by a character other than Charley. In that case, Charley would have to be extremely stupid, and the other character astonished enough at his unexpected mental activity to exclaim: Damn, Charley thought!