The correct option is Pride.

To solve this analogy, we need to determine the relationship between the first pair of words and apply the same logic to the second pair:

First, let's analyze the relationship in the first pair: Fish : Shoal.
A group of fish swimming together is commonly referred to as a "shoal" (or a "school"). Therefore, the relationship is individual animal : collective noun for a group of that animal.

Now, we apply this same relationship to the second pair: Lion : ____.
We need to find the collective noun used to describe a group of lions. A group of lions is called a "pride".

Let us look at why the other options are incorrect:
- School: This is a collective noun for fish, not lions.
- Forest: This refers to the habitat where some wild animals live, not a collective noun for a group of lions.
- Series: This refers to a number of events, objects, or items of a similar kind occurring in a spatial or temporal succession, which does not relate to a group of lions.

Thus, the term that correctly completes the analogy is Pride.