What kind of bond is formed between hydrogen and oxygen?

Based on the aforementioned energetics, it is evident that when H₂ and O₂ mix, water is produced in a thermochemical reaction more frequently than hydrogen peroxide. For instance, a lot of energy is released when oxygen and hydrogen gas are burned, with water being the main byproduct.
Hydrogen and oxygen atoms are bound together by covalent bonds to form water molecules. The incomplete outer shells of the hydrogen atom and the oxygen atom are where the hydrogen electron spends most of its time. The outer shell of oxygen, which has six electrons, but will be more stable with eight, requires two electrons (one from each hydrogen atom) to be completely filled.

The well-known formula for water is H₂O. By exchanging electrons, the two elements' outer shells are filled, boosting their respective stability.
In order for hydrogen to complete its outer shell and create a covalent bond, it shares two electrons with oxygen. It is referred to as a covalent bond because hydrogen and hydrogen share one electron.
A polar covalent link brings hydrogen and oxygen together.

Therefore, in the given options, a polar covalent bond is formed by hydrogen and oxygen.

Hence, option B is correct.