sjb is right, but we should keep in mind that for diatomic elements, the "di" is typically explicit from the context. If oxygen is present monatomically, that would be explicitly noted.
As with anything in chemsitry, we get exceptions, such as I2 generally being known as plain iodine, but I3- is known as triiodide because it is an anion.
The best rule of thumb to offer is that elements do not get prefixes when present in their pure form at standard temperature and pressure (0°C 1 atm).