Only ones I can think of are Lilo (brother's name is Leo so this is out), Juno and Margo.
Cleo ( even closer!) and Coco. Search for the user list girls names ending in o, and the 5 other threads on here asking this. Not tons of usable options.
Juno is nice.
Bo / Boo
Cleo/Clio- too close to Leo though
Not a ton of options for girls names ending with an O. If looking for an O theme, try an O in the beginning of the name or containing an O.