Final answer:
H₂O (water) and CH₄ (methane) are compounds, while O₂ is a molecule of an element, not a compound.
Step-by-step explanation:
The compounds among the given options are I) H₂O and III) CH₄. A compound consists of two or more different elements chemically bonded together. Water, H₂O, is a compound composed of hydrogen and oxygen. Likewise, methane, CH₄, is a compound consisting of carbon bonded to hydrogen atoms. Option II) O₂, however, is not a compound but a molecule of an element, as it consists of two oxygen atoms bonded together and no other elements are present.