Macbook Pro Mid 2010. Erase and Reinstall OS X

All was well until I got to this stage

"Intel processor

1. Plug the bootable installer into a Mac that is connected to the internet and compatible with the version of macOS you're installing.

• • The macOS version that came with the Mac is the earliest version it can use. 
  • A bootable installer doesn't download macOS from the internet, but it does require an internet connection to get firmware and other information specific to the Mac model.

1. Press and hold the Option (Alt) ⌥ key immediately after turning on or restarting the Mac.
2. Release the Option key when you see a dark screen showing your bootable volumes.
3. Select the volume containing the bootable installer. Then click the up arrow or press Return. 
4. If you can't start up from the bootable installer, make sure that Startup Security Utility is set to allow booting from external or removable media.
5. Choose your language, if prompted.
6. Select Install macOS (or Install OS X) from the Utilities window, then click Continue and follow the onscreen instructions."

When I hold the option key after powering up, I don't see any dark screen showing bootable drives.

I thought it might be because of the Startup Security Utility settings but when I open this, the only option I get is to set a firmware password.

Where am i going wrong?!

Hey thanks, I'll try it!