CaO is an ionic compound, not a covalent compound due to:

CaO is an ionic compound, not a covalent compound due to high lattice energy of ${\mathrm{Ca}}^{+2}$ and ${\mathrm{O}}^{-2}$

Shared electrons between the involved atoms result in the formation of covalent bonds. A shared pair, also known as a bonding pair, is the set of electrons that participates in this kind of bonding. The outer shell electronic arrangement of the sharing atoms' bonds must be the same.

Because it is made of a metal and a non-metal, calcium oxide is an ionic compound. Ionic compounds are those in which atoms of one kind are joined by another.

Hence, option C is correct.