The filter device captures embolic material in a blood vessel and is placed in the blood vessel via a guide wire. The guide wire has a proximal end, a distal end and a stop near its distal end. The filter device includes an expandable frame of frame struts having a closed, radially compact form and an open, radially expanded form. The frame, in the radially expanded form, has frame struts forming a pair of facing frustoconical frame structures. Filter material is attached to one of the pair of frustoconical frame structures. In one embodiment, the filter material is a perforated membrane. The guide wire extends through the expandable frame and the expandable frame is freely movable over the guide wire (likewise, the guide wire is freely movable within the frame), both rotatably and longitudinally, except distally beyond the stop near the distal end of the guide wire. This mobility of the guide wire with respect to the expandable frame enables to guide wire to be guided by the operator through the blood vessel.