These are all examples of set defined by stating the properties that all of the elements have to satisfy.
You read it as "every element [tex] x [/tex] in the set is such that... and then the properties are stated.
Since the set must be composed by integers, and the integer set is [tex] \mathbb{Z} [/tex] (whereas [tex] \mathbb{R} [/tex] denotes the set of real numbers), the last two options are surely wrong.
The difference between the first two is that the first set denotes all the integers which are less than or equal to -1 ([tex] x \leq -1 [/tex]), while the second set excludes -1 itself, because its elements are strictly smaller than -1.
So, the correct option is the first one.