The octahedral shape is due to the hybridization

${\mathrm{sp}}^3{ \mathrm{d}}^2$ or ${\text{d}}^2{\mathrm{sp}}^3$ are hybridization for the octahedral geometry. In the octahedron, the bonds are formed parallel to the x, y, and z-axes, hence ${\mathrm{dx}}^2-{\mathrm{dy}}^2$ and ${\mathrm{dz}}^2$ will be utilized to create the hybrid orbitals.