How do you start in Safe Mode in MacOS Sequoia?

Doesn't work for me. I get as far as 'options', but the Apple Support text says:

Start up your Mac with Apple silicon in safe mode

1. On your Mac, choose Apple menu  > Shut Down.
2. Wait for your Mac to shut down completely. A Mac is completely shut down when the screen is black and any lights (including in the Touch Bar) are off.
3. Press and hold the power button on your Mac until “Loading startup options” appears.
4. Select a volume.
5. Press and hold the Shift key, then click Continue in Safe Mode.
6. The computer restarts automatically. When the login window appears, you should see “Safe Boot” in the menu bar.

I start this sequence but I can't do Item 4 because there is no volume shown on the list of options (there are four, including restore from backup etc).

What am I doing wrong?

Thanks for helping. I think I misunderstood the instruction "Select a volume". I thought that had to be within the "options" choice. Actually in my case, only one volume is shown, and it's outside "options". I thought this was just a way of getting back to a normal restart. Perhaps the instruction should be clearer about what you see when you load startup options. Anyway, my mistake.

Incidentally, the issue that made me want to start in Safe Mode - an SD card that apparently couldn't be read on my MacBook Pro - solved itself after I'd moved the computer from France to England. It was probably some small item of dirt in the SD slot that was shaken out on the journey! Not all problems are software problems.

Yes, the SD card hadn't been inserted since the last restart.