During the change of  $O_2$  to  $O_2^{-},$  the incoming electron goes to the orbital

Electronic configuration of $O_2$   is 
 $\sigma 1s^2\sigma *1s^2\sigma 2s^2\sigma *2s^2\sigma 2p_z^2\pi 2p_x^2=\pi 2p_y^2\pi *2p_x^1=\pi *2p_y^1$
When  an  electron is added in  $O_2$  to form $O_2^{-},$   the incoming electron goes to  $\pi *2p_x$  or  $\pi *2p_y$  orbital.