The correct answer is $\boxed{\text{C2H6}}$.
A saturated hydrocarbon is a hydrocarbon that contains only single bonds between carbon atoms. It is also called an alkane.
$\text{CH2}$ is not a hydrocarbon because it does not contain any carbon atoms.
$\text{C2H2}$ is an alkyne, which is a hydrocarbon that contains at least one triple bond between carbon atoms.
$\text{C2H4}$ is an alkene, which is a hydrocarbon that contains at least one double bond between carbon atoms.
Therefore, the only option that is a saturated hydrocarbon is $\text{C2H6}$.