I am not able to tick"Apply security filter in both directions" options. Any way to do it?
First, please make sure your power bi desktop is the latest version 2.88.1385.0 64-bit (December 2020)
since there is a known issue that couldn't Apply security fillter in both direction in 2.88.621.0 64-bit (December 2020), and it fixed in new release.
and also make sure cross filter direction is "Both"