Wow, that question is very specific!
A nymph is an immature insect that does not pupate (weave a shell around itself) to become an adult? Like a baby dragonfly is called a nymph, I think.
A grub is an adult small squishy insect. Kind of gross.
A maggot is specifically a baby fly. Considered very gross, because maggots swarm and eat dead flesh and rotting fruit.
I think the answer is caterpillar? A silkworm starts as a larva (caterpillar) and then becomes a pupa before finally becoming a moth. Pupa isn't an option and none of the other answers fit as well as caterpillar so.