Either is fine but I think it's much more common to say "at the office"; you might only hear someone say "in the office" if you're talking with someone outside of the building/department & telling them you left something "in the office." I think of "in the office" as being more exact in location; like, that's where you happen to be sitting/standing at that moment, while "at the office" just means you're inside the building or inside the department/cubicle that you work in.

Either is fine, they're both right. I prefer "I'm at the office", but normally I just tell people "I'm working right now" or "I'm at work".

Here in the US, people use both. Even I'm not sure which is the proper usage.

I am at the office!!