How to get multiple values using jq

Question

I want to get multiple statuses from a select when I press a button, there are about 5 options I either want to be able to get option 1 and 2 and 3 or all 5 of them but not empty ones.

What I am already doing will return 1 specific option which is optionA and If i replace this with .val() it will just get the first option in the list

  $('#myButton').on('click',function(){
      $('.filter__status').val("optionA");
      loadList();
  });

select option below

<div class="inputRow">
   <label>Status:</label>
    <select class="filter__status" id="status" name="index[filters][status]">
       <?php foreach (Options::statuses() as $status): ?>
          <option value="<?= $status ?>" <?= ($_GET['status'] === $status ? "selected" : "") ?>><?= $status ?></option>
       <?php endforeach; ?>
    </select>
</div>

<div id="myButton" class="button large"><i></i>&nbsp;<span>Show lists</span></div>