JSFiddle - React, Tailwind, and code Playground

HTML

<div class="a">
    

    <select>
        <option val="">Select Option</option>
        <option val="1">Option 1</option>
        <option val="2">Option 2</option>
        <option val="3">Option 3</option>
        <option val="4">Option 4</option>
    </select>
    </div>

CSS

select{
  width: 150px;
  height: 30px;
  padding: 5px;
  color: gray;
}
select option { color: black; }
.a:after{
  width: 0; 
  height: 0; 
  border-left: 6px solid transparent;
  border-right: 6px solid transparent;
  border-top: 6px solid #f00;
  position: absolute;
  top: 40%;
  right: 5px;
  content: "";
  z-index: 98;
 }
select option:first-child{
  color: gray;
}