Jantar Mantar observatories were built by Maharaja Jai Singh II of Jaipur in the 18th century at five locations: Delhi, Jaipur, Ujjain, Varanasi, and Mathura. There is no Jantar Mantar in Agra. Therefore, Option D (Agra) is the correct answer to the question asking where Jantar Mantar is NOT present. The other three options (Varanasi, Mathura, Ujjain) all have functioning Jantar Mantar observatories.