This should be sufficient:

Private Sub Userform_Initialize()
  sn=Range("A36:A300").specialcells(2)
    
  for j=1 to ubound(sn)
    with Controls.Add("Forms.OptionButton.1", "C_" & j)
     .Caption = sn(j,1)
     .Height = 18
     .Width = 120
     .Left = 130
     .Top = 120+ j*20
   End With
 Next
End Sub

Private Sub CBPtoceed_Click()
  For j=1 to 35
    if Me("C_" & j) Then exit for
  Next 
  MsgBox iif(j>35,"Nothing Selected",Me("C_" & j).caption)
End Sub