This paper investigates the seller's revenue maximizing mechanism in face of a customer who searches for alternatives over a finite horizon. The seller, without observing the customer's valuation to her product nor any realization of the search outcomes, can propose a contract to the customer before he begins any searches. We show that it is optimal for the seller to offer a menu of American options comprising of a menu of deposits and strike prices, wherein the customer is screened based on the valuation for the seller's product. Under the optimal mechanism, low valuation customer searches for outside alternatives without engaging with the seller while high valuation customer exercises the option immediately---effectively making the option an exploding offer. Customer with intermediate valuation will always hold the option till the end of the planning horizon. In the special case when all outside alternatives have zero value to the customer, then the customer's sequential search problem reduces to the one in which he strategically times his purchases of the seller's product. Our optimal mechanism in this case reduces to making a single exploding offer with monopoly price and hence recovering the classic result in Stokey (1979). We also characterize the optimal constant and dynamic pricing strategies under specific conditions and numerically compare their performances with the optimal mechanism. The profit can be improved by as much as 50.7% and 14.4% from using an optimal mechanism compared with the optimal constant and dynamic pricing strategies, respectively.