There is no in-built option in opera to export bookmarks. But that was for older versions. From opera version 47, we have an option to export bookmarks directly.

No Need to install any extensions / add-ons or third party apps.

Just update your browser to the latest version and from the "SHOW ALL BOOKMARKS" page, you can export the bookmarks to .html file.

However if you want to stick with the older version and want to export the bookmarks, I suggest you to check out this article to Export opera bookmarks to chrome, Firefox or any other browser.

Also check the video : Export opera bookmarks in versions 40+