Yes, I do. If the question is "Have you got a pen?" you should answer "Yes, I have." The question there is asking if a verb applies to you, that is, it's asking if you Do that verb (If you Do the verb to have a pen), so you anwer "I do" because you do that verb they're asking of you.

you can formally say. yes,i do and yes, I do have is also correct but it is less formal and gives stronger certainty.

just yes

You could also gently instruct the questioner to use the article 'a' before pen. The sentence is incorrect without it.

just say yes