The Lanczos homogeneous filter diagonalization method and the real Chebyshev filter diagonalization scheme incorporating doubling of the autocorrelation functions have been employed to compute the HO2 ro-vibrational states for high total angular momenta, J = 30, 40, and 50. For such computationally challenging calculations, we have adopted a parallel computing strategy to perform the matrix-vector multiplications. Low-lying bound states and high-lying bound states close to the dissociation threshold are reported. For low-lying bound states, a spectroscopic assignment has been attempted and the widely used approximate J-shifting method has been tested for this deep-well system. For high-lying bound states, the attempted spectroscopic assignments as well as the J-shifting approximation fail because of very strong Coriolis mixing, indicating that the Coriolis couplings are important for this system.