You can use :hover after the class name:

select option:hover {
    -webkit-filter: blur(5px); 
    filter: blur(5px);
    color: blue; /* Just checking if rule and styles are working */
}

You can add a class on your blured option and do

<select>
    <option class="blur">tatata</option>
</select>

And do that in your css

select option.blur {
    -webkit-filter: blur(5px); 
    filter: blur(5px);
}

Or just do

select option:checked {
    -webkit-filter: blur(5px); 
    filter: blur(5px);
}

Source: https://www.w3.org/TR/selectors/#checked

the :checked pseudo-class initially applies to such elements that have the HTML4 selected and checked attributes

So, this CSS works, although styling is not possible in every browser.

You can take a look here too before click on -1...

CSS :selected pseudo class similar to :checked, but for <select> elements

For now, you can't apply any styles to the HTML <option> with anything. You can apply some styles to the <select> itself, and you can entirely remove the default styles for the <select> using this CSS:

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

You may want to use a JQuery plugin: https://www.sitepoint.com/13-jquery-selectboxdrop-down-plugins/
if you want to style the <option>.