Gun Yes, Scope No, Pump Maybe, Pellets Yes. Shop around to get best deal. I would by an AO or a side focus scope. If the parallax on a scope is set at 100yds then that will be problem. With an Ao scope your parallax will be eliminated when you focus Scope orScope2 .I purchased a Hawke scope from Ebay in the UK was great deal.

Would this option be better? And would it work with the Vortex Optics Pro Series Riflescope Rings you recommended?

Vortex Optics Crossfire II Adjustable Objective, Second Focal Plane, 30mm Tube Riflescopes https://www.amazon.com/dp/B00HYRGSLC/ref=cm_sw_r_awdo_571BE5K5DCS040DFCF37