As per Opera Help:
Opera uses the Hunspell dictionary format, and includes a US English dictionary by default. To add a spell checker dictionary for another language:
Right-click in an input field to display the context menu.
Select Dictionaries > Add/Remove Dictionaries.
In the Spell Checker Dictionaries dialog, select the language. You can use the "Quick Find" field at the top of the list to quickly search the full list.
Check the language you want to use and click "Next".
Read and accept the license, and click "Next".
Choose the default dictionary and click "Finish".
The Hunspell-based dictionary/spell-checker seems to have been introduced in v10.0.
If the Persian language dictionary cannot be added via the instructions above, try this:
Close all running Opera instances.
Download the dictionary archive from here (newer, .oxt file) or here (older, .tar.gz file).
Locate the Opera directory via opera:about.
Open the Opera directory, then open the dictionaries subfolder (create it if it doesn't exist).
Put the downloaded archive in that folder (do not unpack it!)
Restart Opera - you should now see the new dictionary in the Dictionaries menu.
Note: If it doesn't work, close Opera, rename the .oxt or .tar.gz to .zip, reopen Opera and check again.