How to style the <option> with only CSS?

Note: This question is not about making a custom dropdown. It's only about possibilities of styling <option> elements within the select element in CSS

How can I style <option>s of a <select> element with cross-browser compatibility? I know many JavaScript ways which customize the dropdown to convert into <li>, which I'm not asking about.

<select class="select">
    <option selected>Select</option>
    <option>Blue</option>
    <option >Red</option>
    <option>Green</option>
    <option>Yellow</option>
    <option>Brown</option>
</select>

I'm asking what could be possible with CSS only, with compatibility for IE9+, Firefox, and Chrome.

I want to style like this or as close as possible.

I tried here http://jsfiddle.net/jitendravyas/juwz3/3/, but Chrome doesn't show any styling except font color, while Firefox shows some more. How to get border and padding work in Chrome too?

EDIT 2015 May

Disclaimer: I've taken the snippet from the answer linked below:

Important Update!

In addition to WebKit, as of Firefox 35 we'll be able to use the appearance property:

Using -moz-appearance with the none value on a combobox now remove the dropdown button

So now in order to hide the default styling, it's as easy as adding the following rules on our select element:

select {
   -webkit-appearance: none;
   -moz-appearance: none;
   appearance: none;
}

For IE 11 support, you can use [::-ms-expand][15].

select::-ms-expand { /* for IE 11 */
    display: none;
}

Old Answer

Unfortunately what you ask is not possible by using pure CSS. However, here is something similar that you can choose as a work around. Check the live code below.

div { 
  margin: 10px;
  padding: 10px; 
  border: 2px solid purple; 
  width: 200px;
  -webkit-border-radius: 5px;
  -moz-border-radius: 5px;
  border-radius: 5px;
}
div > ul { display: none; }
div:hover > ul {display: block; background: #f9f9f9; border-top: 1px solid purple;}
div:hover > ul > li { padding: 5px; border-bottom: 1px solid #4f4f4f;}
div:hover > ul > li:hover { background: white;}
div:hover > ul > li:hover > a { color: red; }

<div>
  Select
  <ul>
    <li><a href="#">Item 1</a></li>
    <li><a href="#">Item 2</a></li>
    <li><a href="#">Item 3</a></li>
  </ul>
</div>

EDIT

Here is the question that you asked some time ago. How to style a <select> dropdown with CSS only without JavaScript? As it tells there, only in Chrome and to some extent in Firefox you can achieve what you want. Otherwise, unfortunately, there is no cross browser pure CSS solution for styling a select.

There is no cross-browser way of styling option elements, certainly not to the extent of your second screenshot. You might be able to make them bold, and set the font-size, but that will be about it...