JSFiddle - React, Tailwind, and code Playground

HTML

<body>

<select multiple>
  <option value="aaaa">aaaa</option>
  <option value="bbbb" style="background-color: red">bbbb</option>
  <option value="cccc" style="background-color: green">cccc</option>
  <option value="dddd">dddd</option>
</select>
  

</body>