Look at the X with your left eye covered and move toward or away from the screen until the O disappears. You can repeat this, covering your right eye and looking at the O until the X disappears.
Although our eyesight seems complete in each eye, there is actually a large "hole" or blind spot created by the spot in the retina where the nerves exit the eye. This characteristic creates an optical illusion. More information is available here about the retina.