What are our definitions of:
Sex: is the biological distinction of an organism between male and female (Wikipedia).
Gender is the range of characteristics pertaining to femininity and masculinity and differentiating between them. Depending on the context, this may include sex-based social structures (for example gender roles) and gender identity. Most cultures use a gender binary, having two genders (boys/men and girls/women; those who exist outside these groups may fall under the umbrella term non-binary (Wikipedia).
Sexual orientation: is an enduring pattern of romantic or sexual attraction (or a combination of these) to persons of the opposite sex or gender, the same sex or gender, or to both sexes or more than one gender. These attractions are generally subsumed under heterosexuality, homosexuality, and bisexuality, while asexuality (the lack of sexual attraction to others) is sometimes identified as the fourth category (Wikipedia).