That all depends on where you are inside Thailand. Not every Immigration Offices is allowed to perform a conversion from a visa exempt entry into a Non Immigrant O visa.
Best is to directly contact your local Immigration Office, is needed anyway to register your address, and ask for the hand out of requirements if they can do this conversion.
bank letter if used banked money 400.000 Thb OR Income Affidavit from Embassy OR 3 months paying tax/sso in Thailand when work in Thailand OR if embassy do not provide the affidavit 12 months prior application each and every month a deposit of minimum 40.000 thb into a Thai bank account on your name with bank letter
Picture of both of you outside house with house number
Picture of both of you inside the house
copy address registration>
Items might be added by people living and applied for the same Extension in Chang Mai.