app\design\frontend\Themes\Yourtheme\Magento_LayeredNavigation\templates\layer\view.phtml
Now, Search for the below code, you will find that code around line no-32.
<?php foreach ($block->getFilters() as $filter): ?>
<?php if ($filter->getItemsCount()): ?>
<?php if (!$wrapOptions): ?>
<strong role="heading" aria-level="2" class="block-subtitle filter-subtitle"><?= / @escapeNotVerified / __('Shopping Options') ?></strong>
<div class="filter-options" id="narrow-by-list" data-role="content" data-mage-init='{"accordion":{"openedState": "active", "collapsible": true, "active": false, "multipleCollapsible": false}}'>
<?php $wrapOptions = true; endif; ?>
<div data-role="collapsible" class="filter-options-item">
<div data-role="title" class="filter-options-title"><?= / @escapeNotVerified / __($filter->getName()) ?></div>
<div data-role="content" class="filter-options-content"><?= / @escapeNotVerified / $block->getChildBlock('renderer')->render($filter) ?></div>
</div>
<?php endif; ?>
<?php endforeach; ?>
And replace that piece code with below-given code.
<?php foreach ($block->getFilters() as $filter): ?>
<?php if ($filter->getItemsCount()): ?>
<?php if (!$wrapOptions): ?>
<?php $collapsibleRange = implode(' ', range(0, $filter->getItemsCount())); ?>
<strong role="heading" aria-level="2" class="block-subtitle filter-subtitle"><?php /* @escapeNotVerified */ echo __('Shopping Options') ?></strong>
<div class="filter-options" id="narrow-by-list" data-role="content" data-mage-init='{"accordion":{"openedState": "active", "collapsible": true, "active": "<?php echo $collapsibleRange ?>", "multipleCollapsible": true}}'>
<?php $wrapOptions = true; endif; ?>
<div data-role="collapsible" class="filter-options-item">
<div data-role="title" class="filter-options-title"><?php /* @escapeNotVerified */ echo __($filter->getName()) ?></div>
<div data-role="content" class="filter-options-content"><?php /* @escapeNotVerified */ echo $block->getChildBlock('renderer')->render($filter); ?></div>
</div>
<?php endif; ?>