JSFiddle - React, Tailwind, and code Playground

HTML

<select onchange="highlight_options(this)" multiple="multiple">
  <option>One</option>
  <option>Two</option>
  <option>Three</option>
</select>

CSS

select option {
  border: 1px solid white;
}

select option:active,
select option.selected,
select option.selected:hover
{
  color: red;
  font-weight: bold;
  border: 1px solid red;
}

JavaScript

function highlight_options(field){
  var i,c;
  for(i in field.options){
    (c=field.options[i]).className=c.selected?'selected':'';
  }
}