Which would be correct, if either?

SANDY AND AVIS
(loudly, simultaneously)
What are you doing?

SANDY
(loudly)
What are you doing?

AVIS
(simultaneously)
What are you doing?

Or is it altogether different than either of these options?

Thanks,
anne/still JustWriting

In Celtx you just write out each one's name and line in sequence, then highlight and click on the dual-dialogue icon. This puts a little picture before the two names of characters who are speaking simultaneously.

You don't need to do that. You can just put their names together like the first one. You don't even need to write (simultaneously)