This utility script will give you an option in the Assets/Create menu that will allow one to instantiate a selected scriptable object script and save it as an asset. It also works by right clicking on the file in the project window and selecting

ScriptableObj2Asset Readme.md

What it does

This script provides a context menu item in the Project window (as well as an extra option in the Assets>Create menu) that will instantiate the selected Scriptable object and save it as an asset to a folder of your choosing.

How to install

Throw this script in any folder called Editor in your assets folder.

How to use

1. In the Project window, right click on a script that inherits from ScriptableObject. The usual context menu will pop up.
2. In the context menu go to Create > Asset from ScriptableObject. A save file dialog will pop up.
3. In the dialog choose your folder and file name and hit save.
4. Done.

ScriptableObjectAssetUtil.cs

using UnityEditor;
using UnityEngine;
using System;

namespace YourCompanyName.Editor
{
   public class ScriptableObjectAssetUtil
   {
      [MenuItem("Assets/Create/Asset from ScriptableObject", true)]
      private static bool CreateScriptableObjAsAssetValidator()
      {
         var activeObject = Selection.activeObject;
         
         // make sure it is a text asset
         if ((activeObject == null) || !(activeObject is TextAsset)) 
         {
            return false;
         }
         
         // make sure it is a persistant asset
         var assetPath = AssetDatabase.GetAssetPath(activeObject);
         if (assetPath == null)
         {
            return false;
         }
         
         // load the asset as a monoScript
         var monoScript = (MonoScript)AssetDatabase.LoadAssetAtPath(assetPath, typeof(MonoScript));
         if (monoScript == null)
         {
            return false;
         }
         
         // get the type and make sure it is a scriptable object
         var scriptType = monoScript.GetClass();
         if (scriptType == null || !scriptType.IsSubclassOf(typeof(ScriptableObject)))
         {
            return false;
         }
         
         return true;
      }
      
      [MenuItem("Assets/Create/Asset from ScriptableObject")]
      private static void CreateScriptableObjectAssetMenuCommand(MenuCommand command)
      {
         // we already validated this path, and know these calls are safe
         var activeObject = Selection.activeObject;
         var assetPath = AssetDatabase.GetAssetPath(activeObject);
         var monoScript = (MonoScript)AssetDatabase.LoadAssetAtPath(assetPath, typeof(MonoScript));
         var scriptType = monoScript.GetClass();
         
         // ask for a path to save the asset
         var path = EditorUtility.SaveFilePanelInProject("Save asset as .asset", scriptType.Name + "_asset.asset", "asset", "Please enter a file name");
            
         // catch all exceptions when playing around with assets and files
         try
         {
            var inst = ScriptableObject.CreateInstance(scriptType);
            AssetDatabase.CreateAsset(inst, path); 
         }
         catch (Exception e)
         {
            Debug.LogException(e);
         }
      }
   }
}