for example this is my menu...

option1
--option1.1
----option1.1.1
----option1.1.2
--option1.2
option2
--option2.1
--option2.2

If in Filter criteria I add (Menu link - parent item) Menu: Depth (= 1) work fine for level 1

When I'm on option1 the block view show

option1.1
option1.2

and option2

option2.1
option2.2

that's ok but when I'm on option1.1 I would like to display

option1.1.1
option1.1.2

I can create one block for each level with its own Menu Depth filter

Block view 1 for level 1 with (Menu link - parent item) Menu: Depth (= 1)
Block view 2 for level 2 with (Menu link - parent item) Menu: Depth (= 2)
Block view 3 for level 3 with (Menu link - parent item) Menu: Depth (= 3)

But would be nice one block that filter up the next level, no matter what level you are, always show only the next level