JSFiddle - React, Tailwind, and code Playground

HTML

<select id="seltest">
    <option value="0001">good bye</option>
</select>
<div id="container"></div>

JavaScript

$("#container").append("<ul id='thefilter'></ul>");

$("#seltest option").each(function () {
    var optval = $(this).val();
    alert(optval);
   
});