Which of the following compounds are thermally more stable than ${\mathrm{CaO}}_2$?

Thermal stability order can be given as,

${\mathrm{BeO}}_2 < {\mathrm{MgO}}_2 < {\mathrm{CaO}}_2 < {\mathrm{SrO}}_2 < {\mathrm{BaO}}_2$

The order of peroxides of the group number 2  in parodic table increases down the group because the radius of cation increases.

Thus, compounds which are thermally more stable than ${\mathrm{CaO}}_2$ are ${\mathrm{BaO}}_2$ and ${\mathrm{SrO}}_2$.