The appearance of option tags is determined by the browser in my experience and often for good reason - think about how differently the appearance is on iOS v chrome and the benefits of this.
You can exert some control of the select element however, by using the browser prefixed appearance attribute.
For example:
select {
padding: 2px 10px;
border: 1px solid #979997;
-webkit-appearance: none;
-moz-appearance: none;
-ms-appearance: none;
-o-appearance: none;
appearance: none;
-webkit-border-radius: 4px;
-moz-border-radius: 4px;
-ms-border-radius: 4px;
-o-border-radius: 4px;
border-radius: 4px;
}
However when clicked, they appear as they normally do in whatever browser you're using.
If you want finer control, your best bet I think is @sumitb.mdi's suggestion of a jquery plugin or build something similar yourself from scratch.