We have synthesized pyrite-type PtO2 (py-PtO2) at 50-60 GPa and successfully recovered it at 1 bar. The observed O-O stretching vibration in Raman spectra provides direct evidence for inter-oxygen bonding in the structure. We also identified the O-H vibrations in py-PtO2 synthesized from the low-temperature areas, indicating hydrogenation, py-PtO2Hx (x <= 1). Diffraction patterns are consistent with a range of degrees of hydrogenation controlled by temperature. We found that py-PtO2 has a high bulk modulus, 314 +/- 4 GPa. The chemical behaviors found in py-PtO2 have implications for the hydrogen storage in materials with anion-anion bonding, and the geochemistry of oxygen, hydrogen, and transition metals in the deep planetary interiors.