Create a ScriptableObject from script.

ScriptableObjectUtility.cs

using UnityEngine;
using UnityEditor;
using System.IO;

public static class ScriptableObjectUtility
{
    /// <summary>
    ///	Create, name and place unique new ScriptableObject asset files.
    /// Taken from: https://wiki.unity3d.com/index.php/CreateScriptableObjectAsset
    /// </summary>

    // Use example:
    //
    //   public class YourClassAsset
    //   {
    //       [MenuItem("Assets/Create/YourClass")]
    //       public static void CreateAsset()
    //       {
    //           ScriptableObjectUtility.CreateAsset<YourClass>();
    //       }
    //   }

    public static void CreateAsset<T>() where T : ScriptableObject
    {
        T asset = ScriptableObject.CreateInstance<T>();

        string path = AssetDatabase.GetAssetPath(Selection.activeObject);
        if (path == "")
        {
            path = "Assets";
        }
        else if (Path.GetExtension(path) != "")
        {
            path = path.Replace(Path.GetFileName(AssetDatabase.GetAssetPath(Selection.activeObject)), "");
        }

        string assetPathAndName = AssetDatabase.GenerateUniqueAssetPath(path + "/New " + typeof(T).ToString() + ".asset");

        AssetDatabase.CreateAsset(asset, assetPathAndName);

        AssetDatabase.SaveAssets();
        AssetDatabase.Refresh();
        EditorUtility.FocusProjectWindow();
        Selection.activeObject = asset;
    }
}