Our team has won every single match that they have played since January. They seem to be __________.

The sentence talks about a team's winning streak (back-to-back wins). The word/phrase in the blank should also reflect that. 

 Option C (On a roll) means having a series of successes ; this matches the idea of the team’s winning streak as presented in the sentence.

The other phrases do not quite fit the idea presented in the sentence. Option A (Rolling in luck) is not a standard idiom. Option B (Rolling in money) means to be rich; Option D (On a roller coaster) means having ups and downs, which contradicts the consistent winning.

Option C is therefore the correct answer.