The parametric EQs in MIOStrip can be narrowed to 1/10 octave, and the MIO EQ (included in the +DSP package) goes as narrow as 1/100 octave.
However there is a mathematical difference between a real notch filter and a very narrow and deep parametric cut filter.
To create a true notch instead of a deep cut filter
Set up a graph and choose the SVF control element and select the notch option.
(This requires a +DSP license, and the deep-and-narrow parametric might be good enough for many purposes).
The Sonic EQ also provides a true notch-filter without needing a SVF graph.